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

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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 (a)

B 20 (b)

C 30 (c)

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Investments

ISBN: 9781259277177

11th Edition

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

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