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Please show your work Assume a stock trades at $99, the volatility of the stock is 23%, and the risk-free interest rate is 3.9%. What

image text in transcribed Please show your work

Assume a stock trades at $99, the volatility of the stock is 23%, and the risk-free interest rate is 3.9%. What is the Delta of a $101 strike call option expiring in 239 days? Please answer to 2 decimal places

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