4) A stock is currently trading at $45. A call option has strike price $44, o=23%, and maturity of 6 months. Interest ra

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4) A stock is currently trading at $45. A call option has strike price $44, o=23%, and maturity of 6 months. Interest ra

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4 A Stock Is Currently Trading At 45 A Call Option Has Strike Price 44 O 23 And Maturity Of 6 Months Interest Ra 1
4 A Stock Is Currently Trading At 45 A Call Option Has Strike Price 44 O 23 And Maturity Of 6 Months Interest Ra 1 (50.17 KiB) Viewed 57 times
4) A stock is currently trading at $45. A call option has strike price $44, o=23%, and maturity of 6 months. Interest rates are 3% per year. 1 4a) What is the probability that the option will end up "in-the-money"? 4b) What is the delta of the option? 4c) What is the price of the option?
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