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IBM stock currently sells for 92 dollars per share. The implied volatility equals 42.5. The risk-free rate of interest is 3.5 percent continuously compounded. If
IBM stock currently sells for 92 dollars per share. The implied volatility equals 42.5. The risk-free rate of interest is 3.5 percent continuously compounded. If you shorted an option on 100 shares of IBM stock price 89 and maturity of 3 months, how many shares of stock would you have to buy(sell ) to creat a delta neutral hedge.
333.33
161.84
61.791
30.0
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