Question: Suppose that, in the single-stage binomial pricing model, if a call option was priced at $6.25 and the current underlying asset was priced at $82

Suppose that, in the single-stage binomial pricing model, if a call option was priced at $6.25 and the current underlying asset was priced at $82 and the amount you need to borrow was $48. The delta of the call is equal to: O a. 0.625 b. 0.473 c. 0.662 d. 0.747 e. 0.525

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