Question: 1c) Let S = $64, s = 42%, r = 7.5%, and d = 1% (continuously compounded). Compute the Black-Scholes delta (D) of a $65-strike

1c) Let S = $64, s = 42%, r = 7.5%, and d = 1% (continuously compounded). Compute the Black-Scholes delta (D) of a $65-strike European put option with 3 months until expiration.


Answers:	a. 0.5419
	b. 0.4556
	c. 0.4839
	d. 0.3240
	e. 0.4292

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