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c. A stock is trading at a price of $30 and has beta 0.8 . A call option can be replicated, over a very short

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c. A stock is trading at a price of $30 and has beta 0.8 . A call option can be replicated, over a very short period of time, by a portfolio consisting of 0.7 shares of the stock (this is the delta of the call) and a risk-free loan of $15. What is the beta of the call option

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