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What is the delta of a put option with the following characteristics? Stock price = $49 Exercise price =$50 Risk-free rate = 4.30% per year,

What is the delta of a put option with the following characteristics?

Stock price = $49

Exercise price =$50

Risk-free rate = 4.30% per year, compounded continuously

Maturity = 9 months

Standard deviation = 66% per year

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