The beta of a call option on the S&P 500 index with an exercise price of 3,430

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“The beta of a call option on the S&P 500 index with an exercise price of 3,430 is greater than the beta of a call on the index with an exercise price of 3,440.” True or false? p-69

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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