Black Scholes Option Pricing Model MCQs Quiz Online PDF Download

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

MCQs on Black Scholes Option Pricing Model Quiz PDF Download

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

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

B

MCQ. The 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 the Black Scholes model, the 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 the Black Scholes model, the 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