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First calculate the delta of the following option. Then use this delta to ESTIMATE the new price of a European call option if the stock
First calculate the delta of the following option. Then use this delta to ESTIMATE the new price of a European call option if the stock price increases by $4. The option has the following the following initial parameters:
s0 = $40 k = $35 r = 10% sigma = 20% T = 0.75 years
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