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    The Delta of an 'At-The-Money' Long Put Option Is
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The Delta of an 'At-The-Money' Long Put Option Is

Question 399

Question 399

Multiple Choice

The delta of an 'at-the-money' long put option is:


A) Between -0.5 and -1
B) -0.5
C) Between +0.5 and +1
D) +0.5

Correct Answer:

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