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10,4 Suppose Ralph's stock price is currently $66. In the next six months it will either fall to $58 or rise to $76. In the

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10,4 Suppose Ralph's stock price is currently $66. In the next six months it will either fall to $58 or rise to $76. In the binomial model, what is the delta of a call option with an exercise price of $70? 1. A) 267 2. B) 000 3. C) 666 4. D) 600 5. E) 333

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