Exercise 2. (No picking specific numbers) Recall that the hedge ratio for a European call option is given by H = Cu - Ca uSo - dSo Characterize the behavior of the hedge ratio in the limit as it gets farther in the money and as it gets farther out of the money, i.c., lim H =? lim H =? So-0 (1) (Hint: Note that C,, and Cy are really functions of the underlying stock price So.)