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Consider a one-step binomial tree on stock with a current price of $200 that can go either up to $230 or down to $170 in

Consider a one-step binomial tree on stock with a current price of $200 that can go either up to $230 or down to $170 in 2 years. The stock does not pay dividend. Continuously compounding interest rate is 5%. Use the tree to compute the delta of a 2-year $210-strike European call option on the stock.

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