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9- You are given the following information. S=50, X=50, simple annual risk-free interest rate is 5%, standard deviation of monthly stock returns is 10%. What

9- You are given the following information. S=50, X=50, simple annual risk-free interest rate is 5%, standard deviation of monthly stock returns is 10%. What is the hedge ratio of a one-year European call option using the Black-Scholes model? For all questions above: C=call price, P=put price, S=stock price, X=exercise price, r=risk-free rate, T=maturity

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