Given a Set of Variables,the Black-Scholes Option Pricing Formula Has

question 26

Multiple Choice

Given a set of variables,the Black-Scholes option pricing formula has a put option delta of -0.154.What is the call delta given these same variables?

• A) -1.154
• B) -0.846
• C) 0.846
• D) 1.154
• E) The answer cannot be determined based on the information provided.

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