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Given a set of variables, the Black-Scholes option pricing formula has a put option delta of -.154. What is the call delta given these same
Given a set of variables, the Black-Scholes option pricing formula has a put option delta of -.154. What is the call delta given these same variables?
-1.154 |
-.846 |
.846 |
1.154 |
The answer cannot be determined based on the information provided. |
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