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Question 13 1 Assume the Black-Scholes-Merton framework as model for the price of a nondividend paying stock. What is the difference between the delta of
Question 13 1 Assume the Black-Scholes-Merton framework as model for the price of a nondividend paying stock. What is the difference between the delta of a European call option and the delta of the otherwise identical put option? 0 S(O) It depends on the strike price 1 Not enough information is given to answer this
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