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Assume a stock price of 588; risk free rate of 4 percent per year. compounded...

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Finance

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Assume a stock price of 588; risk free rate of 4 percent per year. compounded continuously, time to maturity of five months: standard deviation of 48 percent per year, and a pur and call exercise price of 585. What is the delta of the put option? 0-0525 -4685 -3742 -.6850 - 3158 Assume a stock price of $88; risk-free rate of 4 percent per year. compounded continuously: time to maturity of five months: standard deviation of 48 percent per year, and a put and call exercise price of $85. What is the delta of the put option? 0-0525 - 4685 -3742 - 6850 -3158

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