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The value of the S&P500 stock index is 1,000. The risk-free interest rate is 3% per...

The value of the S&P500 stock index is 1,000. The risk-free interest rate is 3% per annum with continuous compounding. The dividend yield on the S&P 500 is 1%, and the volatility of the index is 20% per annum. Find the delta on a 6 months put option with strike price 950. Interpret your result.

Please write down the formula, the process and the result

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