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Consider a stock with a current price of $100 that will be worth either $125 or $80 1 year from now. Assume = 2%. What

Consider a stock with a current price of $100 that will be worth either $125 or $80 1 year from now. Assume = 2%. What are the values and hedge ratios (deltas) of 1-year, at-the-money European call and put options?

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