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suppose that the free rate is 3% the stock price is $15, the maturity of the options is 2-years and the strike price is $14.

suppose that the free rate is 3% the stock price is $15, the maturity of the options is 2-years and the strike price is $14. suppose that d1=0.63 and d2=0.15. calculate the call option's delta?

a) 1.02

b) 0.74

c) -0.73

d) 0.63

e) none of the above

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