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(v) Special Motors Corporations stock price is $59, the strike (exercise) price is $60, the maturity is forty-four days, the implied volatility is 30% per

(v) Special Motors Corporations stock price is $59, the strike (exercise) price is $60, the maturity is forty-four days, the implied volatility is 30% per annum and the risk-free rate is 3.3% per annum. (a) Compute the call options delta and interpret your answer (b) Compute the call options gamma and interpret your answers.

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