. Here is a statement: "In the Black-Scholes model a derivative is delta-hedged by selling delta units of the underlying. Since the drift coefficient (or expected return, which we denoted by the letter) of the underlying does not play any role in the risk-neutral world, one could equivalently delta-hedge this derivative by selling the same quantity of any other asset following a geometric Brownian motion with identical volatility parameter (sigma)."

Is the statement true? Is it false?

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