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6. You are given the following information: A particular non-dividend paying stock is currently worth 100 In one year, the stock will be worth either

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6. You are given the following information: A particular non-dividend paying stock is currently worth 100 In one year, the stock will be worth either 120 or 90 The annual continuously-compounded risk-free rate is 5% Calculate the delta for a call option that expires, in one year and with strike price of io

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