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You have entered into a call option contract for 1 period. The stock is selling for $28, you borrowed $12 at 8% and the delta
You have entered into a call option contract for 1 period. The stock is selling for $28, you borrowed $12 at 8% and the delta is 0.6. What is the value of the call?
- A. $9.60
- B. $5.69
- C. $4.80
- D. $8.89
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International Financial Markets And The Firm
Authors: Piet Sercu, Raman Uppal
1st Edition
1861523548, 978-1861523549
