Question: You are evaluating a put option on KO with a strike price of $128. If KO is able to launch a new beverage line, the

You are evaluating a put option on KO with a strike price of $128. If KO is able to launch a new beverage line, the price per share will go up to $187. Otherwise, the price will go down to $109. Let's assume that these are the only two possible scenarios. PEP shares today are trading at $133, What is the hedge ratio (delta) of this put option? Please round your answer to the nearest three decimals (le. 0.414)

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