According to the Black-Scholes formula, what will be the value of the hedge ratio of a call

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According to the Black-Scholes formula, what will be the value of the hedge ratio of a call option as the stock price becomes infinitely large? Explain briefly.

22 . According to the Black-Scholes formula, what will be the value of the hedge ratio of a put option for a very small exercise price?

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Essentials Of Investments

ISBN: 9780697789945

8th Edition

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

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Question Posted: Jul 26, 2024 02:02 PM

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According to the Black-Scholes formula, what will be the value of the hedge ratio of a call

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Essentials Of Investments

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