QUESTION 5 Determine the delta for a European call option when the spot price is $38 and the strike price is $40. The interest rate is 5% and the maturity is 6 months. The volatility is 30% and the dividend is 2%. Explain how a delta neutral position can be created for a long call option in this case. TT TT Paragraph Arial 3 (12pt) 1 X2 % DO QUE S T ' T, 25 - -- @ fx Mashups - 16 E R BEI TSS Path: P Words:0 Click Save and Submit to save and submit. Click Save All Answers to save all answers. QUESTION 5 Determine the delta for a European call option when the spot price is $38 and the strike price is $40. The interest rate is 5% and the maturity is 6 months. The volatility is 30% and the dividend is 2%. Explain how a delta neutral position can be created for a long call option in this case. TT TT Paragraph Arial 3 (12pt) 1 X2 % DO QUE S T ' T, 25 - -- @ fx Mashups - 16 E R BEI TSS Path: P Words:0 Click Save and Submit to save and submit. Click Save All Answers to save all answers