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IBM stock sells for 100 dollars per share. Implied volatility is 20.0. The risk-free rate of interest is 4.0% continuously compounded. What is the delta

IBM stock sells for 100 dollars per share. Implied volatility is 20.0. The risk-free rate of interest is 4.0% continuously compounded. What is the delta of a call option with strike price 95 and maturity 6 months? Round to 4 decimal places.

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