question archive The Black-Scholes price for a certain European call option on stock is Rs 50
The Black-Scholes price for a certain European call option on stock is Rs 50
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The Black-Scholes price for a certain European call option on stock is Rs 50. The stock is currently trading for Rs 1000 per share, and it is known that Rs 452 must be borrowed in the replicating portfolio for this option. Find the delta of the option.
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