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Untitled See attached file. A) Bill Wicker, a financial analyst with an MNC, obtains the following time-series data on a currency and an option on

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Untitled

See attached file.

A)Bill Wicker, a financial analyst with an MNC, obtains the following time-series data on a currency and an option on that currency. See Table 4. Fill in the blanks todetermine the daily delta and average delta. Note that the change column represents the dierence between current day and previous day values. Based on your results, can you determine whether the option is a call or a put?

B)From your results, what is the approximate strike price? Explain.

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