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What is the delta on a $30 strike put? Assume S = $32.00, sigma = 0.30, r = 0.05, the stock pays a 1.0% continuous

What is the delta on a $30 strike put? Assume S = $32.00, sigma = 0.30, r = 0.05, the stock pays a 1.0% continuous dividend and the option expires in 5 months? -0.182 -0.258 -0.302 -0.353

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