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Using the binomial tree for pricing options you determine the price for a put option, expiring in 1-month. with a strike price of $20, is $1. The underlying stock is currently also trading at $20, pays no dividends, and is expected to move either up 5% or down 5% over the next month. The risk-free rate is 1% per annum compounded continuously. Using the binomial tree approach, what is the "delta" of the put option? -0,50 S 4