Describe what happens to the amount of stock held in the tracking portfolio for a call (put)

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Describe what happens to the amount of stock held in the tracking portfolio for a call (put) as the stock price goes up (down). Hint: Prove this by looking at delta.

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Financial Markets And Corporate Strategy

ISBN: 9780077119027

1st Edition

Authors: David Hillier, Mark Grinblatt, Sheridan Titman

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Question Posted: Jul 18, 2024 07:06 AM

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Describe what happens to the amount of stock held in the tracking portfolio for a call (put)

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Financial Markets And Corporate Strategy

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