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1.The call option on the $15 strike is currently worth $1.02, and has a delta of 0.43. How much would the call option be worth
1.The call option on the $15 strike is currently worth $1.02, and has a delta of 0.43. How much would the call option be worth if the underlying increases by $0.50?
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International Financial Management
Authors: Geert Bekaert, Robert J. Hodrick
2nd edition
013299755X, 132162768, 9780132997553, 978-0132162760
