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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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