Multiple Choice
Given a set of variables,the Black-Scholes option pricing formula has a call option delta of 0.496.What is the put delta given these same variables?
A) -1.496
B) -0.504
C) 0.504
D) 1.496
E) The answer cannot be determined based on the information provided.
Correct Answer:
Verified
Correct Answer:
Verified
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