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Which of the following is true for a call option on a non - dividend - paying stock when the stock s price equals the
Which of the following is true for a call option on a nondividendpaying stock when the stocks price equals the strike price? Hint: You can assume the interest rate is never negative
A
Delta can be greater than or less than
B
It has a delta greater than
C
It has a delta of
D
It has a delta less than
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