The delta of a call option on a non-dividend-paying stock is 0.4. What is the delta of the corresponding put option? A. -0.4 B. 0.4
The delta of a call option on a non-dividend-paying stock is 0.4. What is the delta of the corresponding put option?
A. -0.4
B. 0.4
C. -0.6
D. 0.6
Answer: C
the answer is given. im just trying to learn the steps involved before finals. Thanks
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Authors: Bruce Tuckman, Angel Serrat
4th Edition
1119835550, 978-1119835554
