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(a) The call option you are holding is In-The-Money (ITM) now. What is a possible value for the delta of the option? (b) The put

(a) The call option you are holding is In-The-Money (ITM) now. What is a possible value for the delta of the option?

(b) The put option you are holding is In-The-Money (ITM) now. What is a possible value for the delta of the option?

(c) The put option you are holding is Out-The-Money (OTM) now. What is a possible value for the delta of the option?

(d) The call option you are holding is Out-The-Money (OTM) now. What is a possible value for the delta of the option?

(i) 1

(ii) 0

(iii) -1

(iv) Cannot be determined from the information given

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