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A manager conducts a delta hedge on a written put position using the underlying asset can: A. earn the risk-free rate. B. earn zero return

A manager conducts a delta hedge on a written put position using the underlying asset can:

A.

earn the risk-free rate.

B.

earn zero return since the portfolio value does not change over time.

C.

earn extra dividend income on a given position.

D.

place a floor on the position while leaving the potential for upside risk.

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