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Underlying stock price is $60. In a year, the stock price can rise or fall by 15%. The interest rate is 6%. A call option

Underlying stock price is $60. In a year, the stock price can rise or fall by 15%. The interest rate is 6%. A call option expires in a year and X=$55. Calculate delta: (consist of a short position in 1 calls and a long position in _____ shares of the stock)

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