Multiple Choice
A put option on ABC stock currently sells for $4.00. The exercise price and the stock price is $60. The put option has a delta of 0.5. If within a short period of time the stock price increases to $60.10, what would be the change in the price of the put option?
A) Increases by $0.05
B) Decreases by $0.05
C) Increases by $0.10
D) Decreases by $0.10
Correct Answer:
Verified
Correct Answer:
Verified
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