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A put option maturing in 6 months is priced using the Black-Scholes model. Strike price is 105, current price is 111 and the stock pays

A put option maturing in 6 months is priced using the Black-Scholes model. Strike price is 105, current price is 111 and the stock pays no dividend value of d2= .390 and the current risk-free interest rate is 4%. The price of the put option is 4.45. Calculate the delta () of the put option? Show work please.

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