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Question
Given a set of variables, the Black-Scholes option pricing formula has a put option delta of -.154. What is the call delta given these same variables?A. -1.154
B. -.846
C. .846
D. 1.154
E. The answer cannot be determined based on the information provided.
Answer
This answer is hidden. It contains 24 characters.
Related questions
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Which one of the following statements regarding an original issue $25,000 GNMA bond is correct?
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