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2. Consider a call option on a stock S. The current price of the call option is 5, where the current stock price is
2. Consider a call option on a stock S. The current price of the call option is 5, where the current stock price is S(0)=40. The A of the option is 0.4. The delta-gamma approximation for the value of the call is 6 when the stock price moves to 45. Calculate the I of the option. (A) -1.2 (B) -0.24 (C) O (D) 0.24 (E) 1.2
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Fundamental Accounting Principles
Authors: John Wild, Ken Shaw, Barbara Chiappetta
22nd edition
9781259566905, 978-0-07-76328, 77862279, 1259566900, 0-07-763289-3, 978-0077862275
