Question
What is the delta on a $20 strike put? Assume S = $22.00, s = 0.30, r = 0.05, the stock pays a 1.0% continuous
What is the delta on a $20 strike put? Assume S = $22.00, s = 0.30, r = 0.05, the stock pays a 1.0% continuous dividend and the option
expires in 80 days?
Group of answer choices:
-0.182
-0.208
-0.362
-0.402
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Personal Finance
Authors: Jeff Madura, Hardeep Singh Gill
4th Canadian edition
134724712, 134724713, 9780134779782 , 978-0134724713
