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Suppose you are given the following: S E R O t - $40 $30 6% per year, continuously compounded 90% per year 3 months What's

Suppose you are given the following: S E R O t - $40 $30 6% per year, continuously compounded 90% per year 3 months What's the delta for a call option? A put option? Which one is more sensitive to a change in the stock price? Why?
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Suppose you are given the following: S=$40E=$30R=6%peryear,continuouslycompounded=90%peryeart=3months What's the delta for a call option? A put option? Which one is more sensitive to a change in the stock price? Why

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