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Question 20 Given data: Df17_06a What is the hedge ratio to construct a synthetic put? 00.4961 0-0.5001 O 0.4688 @ 0.5001 Today After 1 year 120.773898 100 89.47150422 Call: strike price K = 105, option matures after 1 year. Money Market Account (mma) 1 1.051271096

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