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Question 3 20 I 20 pts IBM stock currently sells for 64 dollars per share. The implied volatility equals 40.0. The risk-free rate of interest

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Question 3 20 I 20 pts IBM stock currently sells for 64 dollars per share. The implied volatility equals 40.0. The risk-free rate of interest is 5.5 percent continuously compounded. What is the delta of a call option with strike price 69 and maturity 9 months? 0.47005 0.075132 ' 0.52995 -0.27128

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