What Two Scores Would Divide a Normal Distribution Such That

question 42

Multiple Choice

What two scores would divide a normal distribution such that 64.26% of the general population falls within them if the mean is 100 and the standard deviation is 15?

• A)80 to 120
• B)85 to 115
• C)90 to 110
• D)75 to 125

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Definitions:

Call Option's Delta

A measure of how much the price of a call option is expected to change based on a one unit change in the price of the underlying asset.

Black-Scholes OPM

A model used to estimate the price of European-style options, leveraging factors such as underlying asset price, strike price, volatility, and time to expiration.

Instantaneous Risk-free Rate

The theoretical rate of return of an investment with zero risk at any given moment, used in certain financial models.

Protective Put

A strategy in investing that involves buying a put option for an asset that one already owns to hedge against potential losses in the asset's price.