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

question 47

Multiple Choice

Given a set of variables, the Black-Scholes option pricing formula has a call option delta of .484. What is the put delta given these same variables?

• A) -1.484
• B) -.516
• C) .516
• D) 1.484
• E) The answer cannot be determined based on the information provided.

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