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Consider a call option. If, in a two-state model, a stock can take a price of $168 or $126, what would be the hedge ratio
Consider a call option. If, in a two-state model, a stock can take a price of $168 or $126, what would be the hedge ratio for each of the following exercise prices: $168, $160, $150, $126?(Leave no cells blank - be certain to enter "0" wherever required. Round your answers to 2 decimal places.)
X Hedge Ratio
$168
$160
$150
$126
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