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In the binomial pricing model, two possible stock prices are Su = $25, SD = $15, strike K = $14, current stock price S =

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In the binomial pricing model, two possible stock prices are Su = $25, SD = $15, strike K = $14, current stock price S = $10, risk-free rate rf = 5%. What is the option delta A=? A. None of the others is correct B. 0.4 O C. 1 c D. 1.79

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