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    Principles of Corporate Finance Study Set 3
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    Exam 21: Valuing Options
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    If the Delta of a Call Option Is 0
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If the Delta of a Call Option Is 0

Question 42

Question 42

Multiple Choice

If the delta of a call option is 0.4, calculate the delta of an equivalent put option.


A) 0.6
B) 0.4
C) −0.4
D) −0.6

Correct Answer:

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