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Suppose that, in the single-stage binomial pricing model , if a call option was priced at $ 6.25 and the current underlying asset was priced

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Suppose that, in the single-stage binomial pricing model , if a call option was priced at $ 6.25 and the current underlying asset was priced at $82 and the amount you need to borrow was $48. The delta of the call is equal to

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