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Company B's stock is selling for $50. In one year it will trade for either $100 or $25. The continuous risk-free rate is 5% per

Company B's stock is selling for $50. In one year it will trade for either $100 or $25. The continuous risk-free rate is 5% per year. Compute the delta of a one-year European call option on Company B's stock with a strike price of $80.

3.7500

0.6667

1.5000

0.2667

0.4000

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