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A stock priced at $ 5 0 has two possible outcomes, either increases to $ 6 0 or decreases to $ 4 2 . If
A stock priced at $ has two possible outcomes, either increases to $ or decreases to $ If the stock goes up the payoff of the stock's call option $ But, if the stock price declines to $ the calls will expire worthless. Given these two possible outcomes, what is the Hedge Ratio of the Call option? Round your answer to two decimals.
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