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a Problem 1. Find the hedging portfolio for European call option on one share of a stock with price $69, the strike price $70, the

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a Problem 1. Find the hedging portfolio for European call option on one share of a stock with price $69, the strike price $70, the interest rate 5%, the stock's volatility 35%, and the exercise time six months. Note: we assume the underlying model is a GBM model

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