Which of the following statements is true about the… Which of the following statements is true about the Black-Scholes-Merton model?i. The risk-neutral probability of a European call option ending in-the-money at maturity is N(-d2).ii. At any time in the future, the stock prices are normally distributed.O a. i onlyO b. il onlyO c. iand il are both trueO d. i and il are both false Accounting Business Financial Accounting FINE 448
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