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A call option on a non-dividend-paying stock has a strike price of $30 and a time to maturity of six months. The risk-free rate is

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A call option on a non-dividend-paying stock has a strike price of $30 and a time to maturity of six months. The risk-free rate is 4% and the volatility is 25%. The stock price is $30. What is the delta of the option? N(-0.1888) N(-0.1236) N(0.2015) NO.2850)

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