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IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5

IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5 percent. The risk-free rate of interest is 7.0 percent continuously compounded. A call option with strike price 45 and maturity of 5 months has a delta of 0.56136. If you are short one call option, what is the future value in 5 months of a delta-neutral portfolio? O 22.971 0 26.429 0 23.095 O 28.035 26.838
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IBM stock currently sells for 44 dollars per share. Over 5 months the price will elther go up by 13.5 percent or down by -6.5 percent. The risk-free rate of interest is 7.0 percent continuously compounded. A call option with strike price 45 and maturity of 5 months has a delta of 0.56136 . If you are short one call option, what is the future value in 5 months of a delta-neutral portfolio? 22.971 26.429 23.095 28.035 26.838

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