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You buy a European call option on a non-dividend paying stock for $4. Immediately afterwards, the underlying stock price rises by $2, and the call

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You buy a European call option on a non-dividend paying stock for $4. Immediately afterwards, the underlying stock price rises by $2, and the call option price rises to $4.30. The option's delta when you bought it at $4 was approximately: 0.15 0.30 Zero One

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