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Calculate the delta of an at-the-money 2-month European call option on a nondividend-paying stock when the risk-free interest rate is 10% per annum and the

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Calculate the delta of an at-the-money 2-month European call option on a nondividend-paying stock when the risk-free interest rate is 10% per annum and the stock price volatility is 38% per annum

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