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30. Which of the following statements best describes the delta of vanilla options? (a) Call and put deltas are both positive. (b) The call delta

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30. Which of the following statements best describes the delta of vanilla options? (a) Call and put deltas are both positive. (b) The call delta is positive and the put delta is negative. (0) The call delta is negative and the put delta is positive. ((1) Call and put deltas are both negative

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