Which of the Following Statements Best Describes the Range of Possible

question 6

Multiple Choice

Which of the following statements best describes the range of possible values of the delta of a call option?

• A) Lies between \(- 1\) and \(+ 1\) .
• B) Lies between \(0\) and \(+ 1\) .
• C) Lies between \(- 1\) and \(0\) .
• D) Lies between \(- \infty\) and \(+ \infty\) .