Question
Hedging a portfolio 100% creates what kind of position? A. Delta covered B. Delta neutral C. Beta hedged D. Option swapped If we can obtain
Hedging a portfolio 100% creates what kind of position?
| A. | Delta covered | |
| B. | Delta neutral | |
| C. | Beta hedged | |
| D. | Option swapped |
If we can obtain a delta neutral position with 20 option contracts, how many would we need for a 50% hedge?
| A. | 1 | |
| B. | 5 | |
| C. | 10 | |
| D. | It dependso n the delta value |
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Personal Finance Building Your Future
Authors: Robert Walker, Kristy Walker
2nd Edition
0077861728, 9780077861728
