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a. Can the delta of a call option be greater than 1.0? Explain. b. Can it be less than zero? c. How does the delta

a. Can the delta of a call option be greater than 1.0? Explain.

b. Can it be less than zero?

c. How does the delta of a call change if the stock price

rises?

d. How does it change if the risk of the stock increases?

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