Using the Black-Scholes Model,the Delta of a Call Option Is $N(-d 2)$

question 20

Multiple Choice

Using the Black-Scholes model,the delta of a call option is:

• A) \( N(-d 2) \)
• B) \( N(-d 1) \)
• C) \( \mathrm{N}(\mathrm{d} 2) \)
• D) \( N(\mathrm{~d} 1) \)