PRIN.OF CORPORATE FINANCE
PRIN.OF CORPORATE FINANCE
13th Edition
ISBN: 9781260013900
Author: BREALEY
Publisher: RENT MCG
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Chapter 21, Problem 9PS

Option delta*

  1. a. Can the delta of a call option be greater than 1.0? Explain.
  2. b. Can it be less than zero?
  3. c. How does the delta of a call change if the stock price rises?
  4. d. How does it change if the risk of the stock increases?
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