Calculate the fractional delta

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By using the One - period Binomial Option Pricing Model, solve the following question:

Suppose the stock price today is $70, and u = 1.2 and d =0.90

A) How much will the stock be worth in one period?

B) Calculate the fractional Delta

C) What is the call price if K = 70 and r = 3%

Reference no: EM132779850

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