A stock is currently priced at $44 a share while the $45 call option is priced at $1.22.The call option delta is 0.86.What is the approximate call price if the stock increases in value to $45?
A) $0.12
B) $0.26
C) $0.96
D) $1.98
E) $2.08
Correct Answer:
Verified
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