What is the delta of (a) a forward contract and (b) a futures contract on an asset

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What is the delta of

(a) a forward contract and

(b) a futures contract on an asset that provides no income?

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Options Futures And Other Derivatives

ISBN: 9780136939979

11th Edition

Authors: John C. Hull

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Question Posted: Mar 27, 2024 02:00 AM

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What is the delta of (a) a forward contract and (b) a futures contract on an asset

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Options Futures And Other Derivatives

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