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Explain what it would mean if you calculate call delta to be 0.11, call gamma to be 0.11, and call vega to be 25. Use
- Explain what it would mean if you calculate call delta to be 0.11, call gamma to be 0.11, and call vega to be 25. Use this information to calculate the expected call price if the stock price increases by $5 given the current call price is $5.
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International Financial Management
Authors: Jeff Madura
7th Edition
0324071744, 978-0324071740
