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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
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: O a 0.625 O b. 0.473 c. 0.662 O d. 0.747 Oe. 0.525 Clear my choice
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International Finance
Authors: Keith Pilbeam
5th Edition
1350347094, 978-1350347090
