Question: Can someone please help me answer this question? 7. You establish the following position: Short 1 ABCD 320 Put @ 6 If the delta of

Can someone please help me answer this question?

7. You establish the following position: Short 1 ABCD 320 Put @ 6 If the delta of the put is 0.50 and the gamma is 0.03, what would the new delta be if ABCD decreases from 321 to 320? a. 0.47 b. 0.50 c. 0.53 d. 0.56 e. 0.60

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