24. These three put options are all written on the same stock. One has a delta of...

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24. These three put options are all written on the same stock. One has a delta of -.9, one a delta of

-.5, and one a delta of -.1. Assign deltas to the three puts by filling in this table.

Put X Delta A 10 B 20 C 30

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Investments

ISBN: 9780077261450

8th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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