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a financial institution plans to sell an at-the-money 6 month European call option on 1000 non-dividend paying stocks. The risk-free rate is 10% per annum,

a financial institution plans to sell an at-the-money 6 month European call option on 1000 non-dividend paying stocks. The risk-free rate is 10% per annum, and the stock price volatility is 25% per annum. use black scholes formula to obtain the option price? calculate delta

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