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

question 1

Multiple Choice

Given a set of variables,the Black-Scholes option pricing formula has a call option delta of .496.What is the put delta given these same variables?

• A)-1.496
• B)-.504
• C).504
• D)1.496
• E)The answer cannot be determined based on the information provided.

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