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A Stock Is Currently Priced at $25 a Share While

Question 73

Multiple Choice

A stock is currently priced at $25 a share while the $30 put option is priced at $4.14.The put option delta is -0.20.What is the approximate put price if the stock increases in value to $28?


A) $3.94
B) $4.97
C) $5.08
D) $5.27
E) $5.50

Correct Answer:

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