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QUESTION
An investor purchases a non dividend paying share,currently trading at R200. This share is expected to increase or decrease by 10% over the next...
An investor purchases a non dividend paying share,currently trading at R200. This share is expected to increase or decrease by 10% over the next 6month period.The risk free interest rate is 7% per annum. What is the delta of a six month European call option on this share with strike price R210? AND WHAT IS THE PRICE (C) of a six month European call option with a strike price of R210?
please help.
