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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., .1616.) Stock price =$54 Exercise price =$55 Risk-free rate =4.20% per year, compounded Maturity =9 months Standard =67% per year
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