2) You are looking at a call option with 4 months to maturity, K=62, So=65, 0=35% and r=1%. 2a) What is the probability
Posted: Mon Jan 17, 2022 8:08 am
2) You are looking at a call option with 4 months to maturity, K=62, So=65, 0=35% and r=1%. 2a) What is the probability that the option will pay something? 2b) What is the price of the option? 2c) What is the option's delta?