Question: 7. [2 marks] If in the Samuelson stock model the expected return u doubles, the Black-Scholes option price will: A. Double B. Halve C. Not

7. [2 marks] If in the Samuelson stock model the expected

7. [2 marks] If in the Samuelson stock model the expected return u doubles, the Black-Scholes option price will: A. Double B. Halve C. Not Change

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