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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 strike

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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 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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