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.

---

Definitions:

Earn Money

The process of receiving income or monetary compensation for work done, services provided, or investments.

Problem-Solution-Benefit Framework

A structured approach to addressing a problem by identifying a solution and outlining the benefits of the solution.

Storyboarding

A visual representation of a film, sequence, or project plan using images displayed in sequence for the purpose of pre-visualizing the project.

Well-Known Business

A company or enterprise that is widely recognized and established within its industry or among the general public due to its history, branding, or achievements.