The delta of the call option in the previous problems is .625, and TRT stock does not

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The delta of the call option in the previous problems is .625, and TRT stock does not pay any dividends. Calculate the approximate change in price for the call option if TRT's stock price immediately increases to $59.

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Fundamentals of Investments Valuation and Management

ISBN: 978-0077283292

5th edition

Authors: Bradford D. Jordan, Thomas W. Miller

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Question Posted: Sep 19, 2012 05:00 AM

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The delta of the call option in the previous problems is .625, and TRT stock does not

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The delta for a call option is always positive so the v...View the full answer

Fundamentals of Investments Valuation and Management

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