A stock is currently trading at $50.A three-month at-the-money European put option on the stock costs 2.178.The delta of the put is and the gamma of the put is 0.063.Given these values,if the stock price decreases by $5.00,then the best estimate for the new value of the put is
A)
)
B)
)
C)
)
D)
)
E) Zero.
Correct Answer:
Verified
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