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D c) If it's a European put with time to maturity T = 1, strike price K = 60., would your result be the same

D c) If it's a European put with time to maturity T = 1, strike price K = 60., would your result be the same with part b)? Question 22 D Delta: (Enter "Yes" or "No") Using Black-Scholes Model, a) Determine a European call option on a NDP stock when the price is $51, the strike price is $50, the risk-free rate is 10%, and the volatility is 25% and the time to maturity is 3 months. Then, calculate its delta. The option price: $ Delta: The option price: $ (Keep 2 decimal places) h (Keep 2 decimal places) b) Determine a European put option on a NDP stock when the stock price is $68, the strike price is $71, the risk-free rate is 10%, the volatility is 25%, and the time to maturity is 6 months. Then calculate its delta. 20 (Keep 2 decimal places) (Keep 2 decimal places)
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c) If it's a European put with time to maturity T=1, strike price K=60., would your result be the same with part b)? (Enter "Yes" or "No") Question 22 Using Black-Scholes Model, a) Determine a European call option on a NDP stock when the price is $51, the strike price is $50, the risk-free rate is 10%, and the volatility is 25\% and the time to maturity is 3 months. Then, calculate its delta. The option prices (Keep 2 decimal places) b) Determine a European put option on a NDP stock when the stock price is $68, the strike price is $71, the risk-free rate is 108 , the volatility is 25%, and the time to maturity is 6 months. Then calculate its delta. The option price: (Keep 2 decimal places) Deltas (Keep 2 decimal places)

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