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XYZ stock is currently selling with an exercise price of $42 a share. One year from now the stock price is expected to be either

XYZ stock is currently selling with an exercise price of $42 a share. One year from now the stock price is expected to be either 548 or 536 a share. The risk-free rate is 596. What is the delta of this stock based on this one-year call option? 1/2 2/3 3/2 2

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