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Question 10 5 IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or

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Question 10 5 IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or down by -6.0 percent The risk-free rate of interest is 3.5 percent continuously compounded. What is the delta of a put option with strike price 89 and maturity of 3 months? 0.17672 0.82328 0 -0.82328 O 0.21038 0 -0.17672 Previous

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