What is the black-scholes delta of a put if the delta of a
What is the Black-Scholes delta of a put if the delta of a call on the same stock with the same strike price and maturity is +0.6? Assume that the stock does not pay dividends.
a) Equal to 0.4
b) Equal to -0.4
c) Equal to 0.6
d) Equal to -0.6
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