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Immediately prior to expiration, a far out of the money long call option has a delta (where = c/S) of (select one) a. Zero b.
Immediately prior to expiration, a far out of the money long call option has a delta (where = c/S) of (select one)
| a. | Zero | |
| b. | -1 | |
| c. | +1 |
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Gapenskis Understanding Healthcare Financial Management
Authors: George H. Pink, Paula H. Song
8th Edition
1640551093, 978-1640551091
