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Which of the following is true for a call option on a non-dividend-paying stock? A) If the option is at the money (stock price equals

Which of the following is true for a call option on a non-dividend-paying stock?

A) If the option is at the money (stock price equals strike price) it must have a delta of 0.5

B) If the strike price equals the forward price of the stock, it must have a delta of 0.5

C) If the option has a delta of 0.5, it must be out of the money

D) If the option has a delta of 0.5, it must be in of the money

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