Question: A call option on a non - dividend - paying stock has a strike price of $ 4 8 and a time to maturity of

A call option on a non-dividend-paying stock has a strike price of $48 and a time to maturity of six months. The risk-free rate is 6% and the volatility is 22%. The stock price is $44. What is the delta of the option?
N(0.1642)
N(0.1888)
N(0.2468)
N(0.2887)

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