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- The Black-Scholes price for a European call option is C(S,t) = SN(di)- e (7) EN(d2) In(S/E) + (r+o2/2) (T t) 2. d2 = d

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- The Black-Scholes price for a European call option is C(S,t) = SN(di)- e "(7) EN(d2) In(S/E) + (r+o2/2) (T t) 2. d2 = d -OVT - t OVT-t N(T) = vale**/? ds. (a) Compute the Delta, A = ac/as for the call, for any t

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