Question
A call option on XYZ stock has a delta of 0.4483, and a put option on XYZ stock with same strike and date to expiration
A call option on XYZ stock has a delta of 0.4483, and a put option on XYZ stock with same strike and date to expiration has a delta of 0.5517. The stock is currently trading for $48.00. The gamma for both the call and put is 0.07. What is the price of the call option?
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Money, Banking And Financial Markets
Authors: Stephen G. Cecchetti, Kermit L. Schoenholtz
3rd Global Edition
1259071197, 9781259071195
