ACI
3I0-012 · Question #295
3I0-012 Question #295: Real Exam Question with Answer & Explanation
The correct answer is B. -0.5. See the full explanation below for the reasoning.
Question
The delta of an `at-the-money' long put option is:
Options
- ABetween -0.5 and -1
- B-0.5
- CBetween +0.5 and +1
- D+0.5
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