What are the deltas of a call option and a put option with, Ask an Expert

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What are the deltas of a call option and a put option with the following characteristics? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) Stock price = $56 Exercise price = $55 Risk-free rate = 4.10% per year, compounded continuously Maturity = 9 months Standard deviation = 45% per year

Call option delta

Put option delta

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92331408

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