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Derivatives Markets (3rd Edition) Chapter 13, Problem 15P step 3 of 6 cost=c1-(y1/y2)c2+total deltas that is, cost= 2.100384-(y1/y2)4.12174+(-0.2237)*40 What is y1, y2?

Derivatives Markets (3rd Edition)

Chapter 13, Problem 15P

step 3 of 6

cost=c1-(y1/y2)c2+total delta*s

that is, cost= 2.100384-(y1/y2)*4.12174+(-0.2237)*40

What is y1, y2?

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