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Black Scholes Option Pricing Model MCQs Quiz Online Tests pdf Download

Practice MCQs on black scholes option pricing model, finance MCQs for online test prep. Financial options and applications in corporate finance quiz has multiple choice questions (MCQ), black scholes option pricing model quiz questions and answers as according to black scholes model, stocks with call option pays the, answer key with choices as dividends, no dividends, current price and past price for competitive exam prep. Free study guide is to learn black scholes option pricing model quiz online with MCQs to practice test questions with answers.

MCQs on Black Scholes Option Pricing Model Quiz pdf Download

MCQ. According to Black Scholes model, stocks with call option pays the

  1. dividends
  2. no dividends
  3. current price
  4. past price

B

MCQ. Yield on Treasury bill with a maturity is classified as a risk free rate but must be equal to an

  1. option closing price
  2. option beginning price
  3. option expiration
  4. option model

C

MCQ. According to Black Scholes model, purchaser can borrow fraction of security at risk free interest rate which is

  1. short term
  2. long term
  3. transaction cost
  4. no transaction cost

A

MCQ. According to Black Scholes model, short term seller receives today price which

  1. short term cash proceeds
  2. proceeds in cheques
  3. full cash proceeds
  4. zero proceeds

C

MCQ. In an option pricing, a rises in risk free rate results in option's value

  1. slight time decreases
  2. slight increases
  3. slight decreases
  4. slight time increases

B