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Suppose that the risk free rate is 5%, the Stock price is $20, the matunty of the options is one year and the Strike price

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Suppose that the risk free rate is 5%, the Stock price is $20, the matunty of the options is one year and the Strike price is $19. Suppose that d1 = 0.6 and d2 = 0.65. Ca cu ate the call option's delta

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