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The delta of a MSFT call is 0.6 and the delta of a MSFT put is -0.5. Consider a straddle that consists of these two

The delta of a MSFT call is 0.6 and the delta of a MSFT put is -0.5. Consider a straddle that consists of these two MSFT options. The delta of this straddle is _________.

0.55

-0.1

0.1

1.1

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