Finance Assignment | Professional Writing
May 19th, 2020
An unusual call option has a strike price of 𝐾 = 0. This option would have a delta equal to__________, a _________ gamma and a __________ theta.
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Finance Assignment | Professional Writing
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a) 0, very large, very small
b) 1, very small, very large
c) 0, very large, very large
d) 1, very small, very small
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