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Using the Black-Scholes Model,the Delta of a Put Option Is N(d1) N(d 1)

Question 22

Multiple Choice

Using the Black-Scholes model,the delta of a put option is:


A) N(d1) N(d 1)
B) N(d) N(-d)
C) N(d2) \mathrm{N}(\mathrm{d} 2)
D) N(d2) \mathrm{N}(-\mathrm{d} 2)

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