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Question 8 10 pts IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent

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Question 8 10 pts IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5 percent. The risk-free rate of interest is 7.0 percent continuously compounded. What is the delta of a put option with strike price 45 and maturity of 5 months? -0.56136 -0.11364 -0.43864 O 0.43864 0.56136

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