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Question 8 10 pts IBM stock currently sells for 84 dollars per share. The implied volatility equals 47.5 percent. The risk- free rate of interest

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Question 8 10 pts IBM stock currently sells for 84 dollars per share. The implied volatility equals 47.5 percent. The risk- free rate of interest is 4.5 percent continuously compounded. What is the delta of a call option with strike price 83 and maturity of 8 months? O 0.3 O 0.38209 -0.09 0.71791 O 0.61791

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