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I login - Go... 6 Question 9 5 pts IBM stock currently sells for 84 dollars per share. Over 8 months the price will either

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I login - Go... 6 Question 9 5 pts IBM stock currently sells for 84 dollars per share. Over 8 months the price will either go up by 7.5 percent or down by-3.0 percent. The risk-free rate of interest is 4.5 percent continuously compounded. A call option with strike price 83 and maturity of 8 months has a delta of 0.82766. What is the value of this call option? 2.9324 0.62579 04.0788 04.3788 0 2.6708 Previous

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