Consider a stock that is trading at $50.A six-month at-the-money put option on the stock has a price of 2.21 and a delta of $- 0.40$ .The stock volatility is 20%,the risk-free rate is 4%,and the beta of the stock is 1.1.What is the beta of the put?
A) $- 0.44$
B) $- 1.1$
C) $+ 1.1$
D) $- 9.95$

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The Answer of Consider a stock that is trading at $50.A six-month at-the-money put option on the stock has a price of 2.21 and a delta of $- 0.40$ .The stock volatility is 20%,the risk-free rate is 4%,and the beta of the stock is 1.1.What is the beta of the put?
A) $- 0.44$
B) $- 1.1$
C) $+ 1.1$
D) $- 9.95$

Consider a Stock That Is Trading at $50 −0.40- 0.40−0.40 The Stock Volatility Is 20%,the Risk-Free Rate Is 4%,and the Put

Consider a Stock That Is Trading at $50 $- 0.40$ The Stock Volatility Is 20%,the Risk-Free Rate Is 4%,and the Put