Question: Problem 9 (10 points) The following data are given for a Stock Option: Call Premium 4.9413 3.4636 Put $50.00 $50.00 0.06 0.50 0.25 Dela 0.5977

Problem 9 (10 points) The following data are given for a

Problem 9 (10 points) The following data are given for a Stock Option: Call Premium 4.9413 3.4636 Put $50.00 $50.00 0.06 0.50 0.25 Dela 0.5977 -0.4023 What is the new call premium if the underlying stock decreases from (Hold all other variables constant and assume a linear relationship) $50.00 to $49.00

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