A Stock Is Currently Priced at $44 a Share While

question 5

Multiple Choice

A stock is currently priced at $44 a share while the $45 call option is priced at $1.22.The call option delta is .86.What is the approximate call price if the stock increases in value to $45?

• A)$0.12
• B)$0.26
• C)$0.96
• D)$1.98
• E)$2.08

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