What is the delta of call option with strike price

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IBM stock currently sells for 84 dollars per share. The implied volatility equals 47.5 percent. The risk-free rate of interest is 4.5 percent continuously compounded. What is the delta of a call option with strike price 83 and maturity of 8 months? 0.38209 0.61791 0.3 0.71791 −0.09

Reference no: EM131087990

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