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In Black Scholes option pricing model if N(d_1) is 0.4, how much in dollars would the call option price change if the stock changes by
In Black Scholes option pricing model if N(d_1) is 0.4, how much in dollars would the call option price change if the stock changes by $3. How many call options can you write on one share of stock if N(d_1) is 0.4 in order to have a fully neutral hedged position
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