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18. A stock rose by $2.97 today, and the option increased was quoted up $1.35. If the delta of the option was .50, what was
18. A stock rose by $2.97 today, and the option increased was quoted up $1.35. If the delta of the option was .50, what was the theta? 19. If an option has a theta has .35 , the option will lose $35 in extrinsic value tomorrow, ceteris paribus. a. True b. False Step by Step Solution
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Analysis For Financial Management
Authors: Robert Higgins
6th Edition
0071181172, 9780071181174
