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

question 65

Multiple Choice

Given a set of variables,the Black-Scholes option pricing formula has a put option delta of -.154.What is the call delta given these same variables?

• A)-1.154
• B)-.846
• C).846
• D)1.154
• E)The answer cannot be determined based on the information provided.

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Definitions:

Receptors

Biological structures or proteins on the surface of cells that bind to specific molecules, triggering a response within the cell.

Tongue

A vital muscle located within the mouth that plays a crucial role in the processes of taste perception, the act of swallowing, and the ability to speak.

Umami

Savory taste produced by glutamic acid (monosodium glutamate), recognized as the fifth taste sensation.

Nasolacrimal Ducts

The ducts that carry tears from the lacrimal sacs in the eyes to the nasal cavity, allowing tears to drain into the nose.