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1 pts You are evaluating a call option with a strike of $146 and 69 days to expiration. You calculate the option's N(d)
Posted: Sat Feb 26, 2022 9:12 am
by answerhappygod
- 1 Pts You Are Evaluating A Call Option With A Strike Of 146 And 69 Days To Expiration You Calculate The Option S N D 1 (19.59 KiB) Viewed 52 times
1 pts You are evaluating a call option with a strike of $146 and 69 days to expiration. You calculate the option's N(d) as 0.97 and the N(d2) as 0.67. What is the delta of this option? Hint: Remember you must plug the days on an annual basis in the formula lice. 35 days = 35/365 = 0.0959 years) Please round your answer to the nearest four decimals if needed Click on the arrow next to the file below. Next, create a new sheet in the Respondus LockDown Browser spreadsheet. You can use this blank spreadsheet to calculate the answer. Make the column you are using as wide as possible. Otherwise, you might be seeing only the last decimals. Click to open: