Question
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 | = | $44 |
| Exercise price | = | $40 |
| Risk-free rate | = | 4.70% per year, compounded continuously |
| Maturity | = | 9 months |
| Standard deviation | = | 62% per year |
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College Accounting
Authors: Heintz and Parry
20th Edition
1285892070, 538489669, 9781111790301, 978-1285892078, 9780538489669, 1111790302, 978-0538745192
