Question
Calculate the delta of 1-year European call option on a non-dividend-paying stock with strike price of 0 when the risk-free interest rate is 5% per
Calculate the delta of 1-year European call option on a non-dividend-paying stock with strike price of 0 when the risk-free interest rate is 5% per annum and the Stock price volatility is 30% per annum.
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Public Finance
Authors: Harvey S Rosen, Ted Gayer
9th International Edition
0071267883, 9780071267885
