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These three put options are all written on the same stock. One has a delta of 0.2, one a delta of 0.4, and one a
These three put options are all written on the same stock. One has a delta of 0.2, one a delta of 0.4, and one a delta of 0.1. Assign deltas to the three puts by filling in this table. (Negative value should be indicated by a minus sign. Round your answers to 1 decimal place.) put x Delta
a 10 ?
b 30 ?
c 35 ?
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