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If the hedge ratio for a call is 0.40, the hedge ratio for a put with the same expiration and exerise price as the call
If the hedge ratio for a call is 0.40, the hedge ratio for a put with the same expiration and exerise price as the call would be
A. -0.40
B. 0.60
C. 0.40
D. -0.60
E. none of these
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Financial Management Theory And Practice
Authors: Prasanna Chandra
11th Edition
9355322208, 978-9355322203
