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Dear Tutor,
I was working out section A of question until I reached to calculate N(D1).
When I calculated D1 it was a negative amount. So therefore when I reference the value for the SD table which at the time I used .0199 then decided to subtract that value from .5. However the answer sheet was showing that the added the amounts in subtracting. Is there a reason for this or is it an error?
regards
Sorry I found it out. The question actually said that the delta of the put option is equivalent to N(-D1).
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