Consider a Stock That Is Trading at $50 $- 0.40$ the Stock Volatility Is 20%, the Risk-Free Rate Is

question 2

Multiple Choice

Consider a stock that is trading at $50. A six-month at-the-money put option on the stock has a price of 2.21 and a delta of $- 0.40$ . The stock volatility is 20%, the risk-free rate is 4%, and the beta of the stock is 1.1. What is the beta of the put?

• A) \(- 0.44\)
• B) \(- 1.1\)
• C) \(+ 1.1\)
• D) \(- 9.95\)

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