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IBM stock currently sells for 92 dollars per share. The implied volatility equals 42.5 percent.
The risk-free rate of interest is 3.5 percent continuously compounded. What is the delta of a call option with strike price 89 and maturity of 3 months?
IBM stock currently sells for 92 dollars per share. The implied volatility equals 42.5 percent. The risk-free rate of interest is 3.5 percent continuously compounded.
What is the delta of a call option with strike price 89 and maturity of 3 months?
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