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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 non-dividend-paying 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 0.5.
B.
It has a delta greater than 0.5.
C.
It has a delta of 0.5.
D.
It has a delta less than 0.5.

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