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2) You are looking at a call option with 4 months to maturity, K=62, So=65, o=35% and r=1%. 2a) What is the probability that the

2) You are looking at a call option with 4 months to maturity, K=62, So=65, o=35% and r=1%. 2a) What is the probability that the option will pay something? 2b) What is the price of the option? 2c) What is the option's delta

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