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What is the delta of a put option with the following characteristics? Stock price = $52 Exercise price =$50 Risk-free rate = 4.30% per year,
What is the delta of a put option with the following characteristics?
Stock price = $52
Exercise price =$50
Risk-free rate = 4.30% per year, compounded continuously
Maturity = 9 months
Standard deviation = 66% per year
Round your answer to four decimal places (it should also be a negative number).
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