Question: Using the program you wrote for the callable-convertible bond, modify it to compute the delta of the bond for a range of stock prices from

Using the program you wrote for the callable-convertible bond, modify it to compute the delta of the bond for a range of stock prices from 80 to 120. Let the coupon rate be 10%, the risk free rate be 4%, and the volatility 25%. The call strike is $100. Explain your results. On conversion, the holder of the bond loses the accrued interest.

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