4) A stock is currently trading at $45 A call option has strike price $44, o 23 , and maturity of 6 months Interest rates are 3 per year 4a) What is the probability that the option will end up in the money 4b) What is the delta of the option 4c) What is the price of the option 4) A stock is curren...

To calculate the probability that the option will end up inthemoney the delta of the option and the ...

4) A stock is currently trading at $45. A call option has strike price $44, o=23%,...

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4) A stock is currently trading at $45. A call option has strike price $44, o=23%,...

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Fixed Income Analysis

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