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Business, 20.04.2021 16:00 sabahfayaskhan

Which of the following is true for a call option on a non-dividend-paying stock? If the option is at the money (stock price equals strike price) it must have a delta of 0.5 If the strike price equals the forward price of the stock, it must have a delta of 0.5 If the option has a delta of 0.5, it must be out of the money If the option has a delta of 0.5, it must be in of the money

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Which of the following is true for a call option on a non-dividend-paying stock? If the option is at...
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