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10 Delta of a call option is 0.85. How many units of the underlying stock should you hold to hedge a short position in 100

10 Delta of a call option is 0.85. How many units of the underlying stock should you hold to hedge a short position in 100 call option contracts? The contract multiplier is 100.

a.

85000

b.

8500

c.

85

d.

0.85

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