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Suppose Ralph's sock price is currently $100. In the next six months it will either fall to $85 or rise to $120. In the bionic
Suppose Ralph's sock price is currently $100. In the next six months it will either fall to $85 or rise to $120. In the bionic model, what is the delta of a call option with an exercise price of $105?
A) 0.25
B) 0.143
C) 0.75
D) 0.429
E) 1.00
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