The Delta of a Call Option on a Firm's Assets

question 78

Multiple Choice

The delta of a call option on a firm's assets is 0.767.This means that a $75,000 project will increase the value of equity by:

• A)$38,350.
• B)$45,336.
• C)$57,525.
• D)$64,627.
• E)$65,189.