Question: TRUE/FALSE (Explain either way) Suppose a call option has a delta of 0.6. A put option with the same underlying asset, same strike price, and

TRUE/FALSE (Explain either way)

Suppose a call option has a delta of 0.6. A put option with the same underlying asset, same strike price, and same maturity should have a delta of -0.6.

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Suppose a call option has a delta of 0.6. A put option with the same underlying asset, same strike price, and same maturity should have a delta of -0.6.

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