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Consider a one-month Boeing call option. Under the Black-Scholes model, we have N(d) = 0.60 for this option. All else being equal, if the stock

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Consider a one-month Boeing call option. Under the Black-Scholes model, we have N(d) = 0.60 for this option. All else being equal, if the stock price drops by $0.5, then the value of this call option will increase by $0.6 increase by $0.3 decrease by $0.6 decrease by $0.3

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