Question: 1.If a put option has a delta close to -1 , then the corresponding call option is likely to be: a.)Deeply in the money b.)At-the-money

1.If a put option has a delta close to -1 , then the corresponding call option is likely to be:

a.)Deeply in the money

b.)At-the-money or the stock price is close to the strike price

c.)Either deeply in the money or deeply out of the money

d.)Deeply out of the money

e.)None of the answers are correct.

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