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The delta of a European put option on a non-dividend-paying stock is -0.4. What is the delta of the corresponding European call option? Group of
The delta of a European put option on a non-dividend-paying stock is -0.4. What is the delta of the corresponding European call option?
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-0.4
0.4
-0.6
0.6
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Contemporary Financial Management
Authors: Don Cyr, Alfred Kahl, William Rentz, R. Moyer
1st Edition
017616992X, 978-0176169923
