According to the Black-Scholes formula, what will be the hedge ratio (delta) of a put option for

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According to the Black-Scholes formula, what will be the hedge ratio (delta) of a put option for a very small exercise price?

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Essentials of Investments

ISBN: 978-0077835422

10th edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Question Posted: Nov 30, 2017 10:13 AM

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According to the Black-Scholes formula, what will be the hedge ratio (delta) of a put option for

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