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Answer following question a) Explain how to construct a protective put strategy (1 mark) Suppose the deita of a call option is 0.75. What is

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Answer following question a) Explain how to construct a protective put strategy (1 mark) Suppose the deita of a call option is 0.75. What is the delta of writing a covered call with this option? Explain your result. (2 marks Are gamma and vege of a straddle wually positive or negative? Why? (2 marks)

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