Is the beta of a call greater or smaller than the beta of the underlying stock?

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Corporate Finance

ISBN: 9780132992473

3rd Edition

Authors: Jonathan Berk, Peter DeMarzo

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Question Posted: Mar 15, 2024 01:00 AM

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Is the beta of a call greater or smaller than the beta of the underlying stock?

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The beta of a call option is typically greater than the beta of the underlying stock Beta measures t...View the full answer

Corporate Finance

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