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Considser the following information on a particular stock: Stock price = $ 9 1 Exercise price = $ 8 9 Risk - free rate =
Considser the following information on a particular stock:
Stock price $
Exercise price $
Riskfree rate per year, compounded continuously
Maturity months
Standard
deviation per year
What is the delta of a call option?
What is the delta of a put option?
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