Given the data for Special Motors Corp given earlier (i e , S is $59, K is $60, T is forty four days, is 30 percent per year, and r is 3 3 percent per year), compute the call options delta and gamma

Question: Given the data for Special Motors Corp. given earlier (i.e., S is $59, K is $60, T is forty- four days, is 30 percent

Given the data for Special Motors Corp. given earlier (i.e., S is $59, K is $60, T is forty- four days, σ is 30 percent per year, and r is 3.3 percent per year), compute the call option’s delta and gamma.

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