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the current price of a call is $5 and the stock is trading at $50. The delta and gamma of the call are 0.5 and
the current price of a call is $5 and the stock is trading at $50. The delta and gamma of the call are 0.5 and 0.05, respectively. If the stock price increases to $50.50, then approximate the new call price using the information given:
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Personal Finance
Authors: Jeff Madura
3rd Edition
0321357973, 978-0321357977
