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The Delta of a Put Option Equals the Delta of an Equivalent

question 16

True/False

The delta of a put option equals the delta of an equivalent call option minus one.

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Definitions:

Verify

To confirm the accuracy, truth, or validity of something through examination or comparison.

Five-Figure Accuracy

The precision of a numerical value up to five significant digits.

Calculate

To work out the numerical value of something through a systematic series of steps.

Graph

A visual representation of data, functions, or equations on a coordinate plane.

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