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Current value of S&P500 is 2500, interest rate is 2% per year, annualized volatility of S&P500 is 30%, a call option has strike price 2250

Current value of S&P500 is 2500, interest rate is 2% per year, annualized volatility of S&P500 is 30%, a call option has strike price 2250 and expires in 0.25 years.

Using Black-Scholes option pricing formula, find option premium

Find option delta

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