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What are the deltas of a call option and a put option with the following characteristics? (A negative answer should be indicated by a minus
What are the deltas of a call option and a put option with the following characteristics? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) Stock price = $41 Exercise price = $40 Risk-free rate = 3.6% per year, compounded continuously Maturity = 8 months Standard deviation = 50% per year Call option delta Put option delta
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