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1. Using Excel, replicate the process of all calculations in Table 17.2 (Simulation of delta hedging for the in-the-money option case) Simulation of delta hedging.

1. Using Excel, replicate the process of all calculations in Table 17.2 (Simulation of delta hedging for the in-the-money option case)

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Simulation of delta hedging. Option closes in the money and cost of hedging is $263,300 Simulation of delta hedging. Option closes in the money and cost of hedging is $263,300

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