Question 27 2.5 pts The option delta. A has a natural interpretation. It is the change in the price of the stock given a $1 change in the price of the option True OFM Question 28 2.5 pts The current price of CG Industries stock is $30. In the next year, the stock price will either go up by 10% or go down by 20%. CG pays no dividends. The one-year risk-free rate is 5% and will remain constant. The risk-neutral probability of a down state for CG Industries is closest to: 16.67% 66.67% 83.33% 33.33%