a. Can the delta of a call option be greater than 1.0? Explain. b. Can it be

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

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Principles of Corporate Finance

ISBN: 978-0077404895

10th Edition

Authors: Richard A. Brealey, Stewart C. Myers, Franklin Allen

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