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A Stock Is Currently Priced at $44 a Share While

Question 37

Multiple Choice

A stock is currently priced at $44 a share while the $45 call option is priced at $1.22. The call option delta is .86. What is the approximate call price if the stock increases in value to $45?


A) $.12
B) $.26
C) $.96
D) $1.98
E) $2.08

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