question 10

10. The delta of an option (the change in the value of an option for a dollar change in the price of the underlying asset) is between() and() for Call option and between() and() for Put option. (5 points) a) 0, 1,-1,0 b) -1,0,0.1 c) -2,-1, 1, 2 d)-1, 1, 1, 2