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1-year call options for XYZ Corp. have a strike price of $25 and the price of a share is also currently $25. The risk-free rate

1-year call options for XYZ Corp. have a strike price of $25 and the price of a share is also currently $25. The risk-free rate is 3%. Analysts believe XYZ Corp will either go up to $33 or down to $23 in the next year.

The hedge ratio for call options is

A portfolio built based on the hedge ratio will be worth

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