Multiple Choice
An American-style call option with six months to maturity has a strike price of $35. The underlying stock now sells for $43. The call premium is $12. If the option has delta of .5, what is its elasticity?
A) 4.17
B) 2.32
C) 1.79
D) 0.5
E) 1.5
Correct Answer:
Verified
Correct Answer:
Verified
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