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A stick price is currently $50.25. It is known that at the end of the dix month it will bs either $58.00 or $39.00. the
A stick price is currently $50.25. It is known that at the end of the dix month it will bs either $58.00 or $39.00. the risk- free rate if interest with continuous compounding is 6.75% per annum. Calculate the value of delta of a 3- month European put option on the stick with an exercise price of 42. Answers with three decimal digits accuracy
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