You are given the following information about a call option:
- Time to maturity = 2 years
- Continuous risk-free rate = 4%
- Continuous dividend yield = 1%
- N(d₁) = 0.64
Calculate the delta of this option. | Financial Risk Manager Part 1 Quiz - LeetQuiz
Financial Risk Manager Part 1
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You are given the following information about a call option: