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A. Look at the following chart: which option has a strike closest to the stock price? Option: OPTION PRICE: DELTA A $2.64 .67 B $1.86
A. Look at the following chart: which option has a strike closest to the stock price?
| Option: | OPTION PRICE: | DELTA |
| A | $2.64 | .67 |
| B | $1.86 | .85 |
| C | $.96 | .23 |
| D | $1.05 | .47 |
| E | $.25 | .10 |
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International Finance Transactions Policy And Regulation
Authors: Hal Scott, Anna Gelpern
23rd Edition
1647084105, 978-1647084103
