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Question 1 3 points Save Answer Stock Z is currently selling for $120. You believe that, one year from now, Stock Z will sell for

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Question 1 3 points Save Answer Stock Z is currently selling for $120. You believe that, one year from now, Stock Z will sell for either $155 (up-state) or $85 (down-state). The yield on a 1-year risk-free zero coupon bond is currently 4%. You have a European put option with a 1-year expiration date and an exercise price of $130. What is this option's delta (A)? -0.643 O 0.429 -0,429 0.643 -0.571

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