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:

Capacitors

Electrical components used to store charge and energy in an electric field, crucial in filtering, buffering, and energy storage applications.

Three-Phase Connection

A method of electrical power distribution using three alternating currents of the same frequency and amplitude, which are phase-shifted to ensure continuous power delivery with minimal loss.

Single Winding

A coil of wire wound around a core, used in transformers or other electromagnetic devices, usually refers to having only one loop or layer.

Phase Voltage

The amount of voltage measured across a single phase of a three-phase load or power supply.