Question
1. Assume the S&P 500 Index currently stands at 2650 and the dividend yield of the Index is less than the one year risk free
1.Assume the S&P 500 Index currently stands at 2650 and the dividend yield of the Index is less than the one year risk free rate.If you sell a one year call struck at 2650, the delta of your position will be between:
A.+0.5 and +1.0
B.Zero and +0.5
C.-0.5 and zero
D.-1.0 and -0.5
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Real Estate Finance and Investments
Authors: William Brueggeman, Jeffrey Fisher
14th edition
73377333, 73377339, 978-0073377339
