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Question 48 (2 points) Abi company is currently trading at $16. There are call and put options with $15 strike price and 3 month

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Question 48 (2 points) Abi company is currently trading at $16. There are call and put options with $15 strike price and 3 month maturity. The company does not pay dividend. The risk free rate is 2.5 percent. Abi has 40 percent standard deviation. What is d? 0.5843 0.1945 0.4602 0.2921

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