Question: EXERCISE PRICE = 125 Moving to another question will save this response. Question 1 of 7 Question 1 3 points SweAnswerte Stock Z is currently

EXERCISE PRICE = 125

Moving to another question will save this response. Question 1 of 7 Question 1 3 points SweAnswerte Stock Z is currently selling for $120. You believe that one year from now, Stock Z will sell for either $155 (up-state) or $85 (down-state). The yield on a 1-year risk-free zero coupon bond is currently 4%. You have a European put option with a 1-year expiration date and an exercise price of $125. What is this option's delta (A)? O 0.429 -0.643 O 0.571 -0.571 0 -0.429 Question 1 of 7 Moving to another question will save this response. W X

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