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The delta of a put option on a non-dividend-paying stock is -0.4. What is the delta of the corresponding call option? Select one: a. 1.4

The delta of a put option on a non-dividend-paying stock is -0.4. What is the delta of the corresponding call option?

Select one:

a.

1.4

b.

0.6

c.

-0.6

d.

-0.4

e.

0.4

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