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The following statement is true regarding delta of a call option: A. delta of a call option is negative B. delta of a call option

The following statement is true regarding delta of a call option:

A. delta of a call option is negative

B. delta of a call option does not change with the price of the underlying asset

C. delta of a call option measures a percentage change in the option price per 1% change in the underlying asset price

D. none of the above

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