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What is the delta of a put option given the following information? 0.6850.3150.3150.525 QUESTION 15 What is the delta of a put option given the

What is the delta of a put option given the following information? 0.6850.3150.3150.525

QUESTION 15 What is the delta of a put option given the following information? Stock price Exercise price Risk-free rate Maturity Standard deviation $90 $85 7 percent per year, compounded continuously 10 months 50 percent per year O o O o O -0.685 -0.315 0.315 0.525 0.685

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