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Problem 6.3. (2 points) Assume the Black-Scholes stock-price model for the underlying asset of a gap cal and an ordinary European call with the same

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Problem 6.3. (2 points) Assume the Black-Scholes stock-price model for the underlying asset of a gap cal and an ordinary European call with the same strike. The gap call has the trigger price strictly larger than the strike price. Then, the delta of the gap call is always sinaller than' the delta of the ordinary call. True or false

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