單項選擇題

Compute Δ for the following call option. The stock is selling for $23.50. The strike price is $25. The possible stock prices at the end of 6 months are $27.25 and $21.75.

A.0.4091
B.0.6822
C.0.8433
D.0.9216
微信掃碼免費(fèi)搜題