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The delta of the call is 0.71 and the gamma of the call is 0.04 . If the price of the underlying registers an increase
The delta of the call is 0.71 and the gamma of the call is 0.04 . If the price of the underlying registers an increase of $0.50, the predicted new delta is
(a) 0.73 (b) 0.75 (c) 0.71 (d) 0.69
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