Solved

Given a Set of Variables,the Black-Scholes Option Pricing Formula Has

Question 65

Multiple Choice

Given a set of variables,the Black-Scholes option pricing formula has a put option delta of -.154.What is the call delta given these same variables?


A) -1.154
B) -.846
C) .846
D) 1.154
E) The answer cannot be determined based on the information provided.

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions