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A hedge ratio of 0.80 implies that a hedged portfolio should consist of long 1.25 calls for each short stock.. short 1.25 calls for each
A hedge ratio of 0.80 implies that a hedged portfolio should consist of long 1.25 calls for each short stock.. short 1.25 calls for each short stock.. long 0.80 shares for each long call. two of the choices given here are correct
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