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If the price of Albertson stock is $100, its possible up and down-sides are $110 and $87, the risk-free rate is 1.5%, and the strike

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If the price of Albertson stock is $100, its possible up and down-sides are $110 and $87, the risk-free rate is 1.5%, and the strike price of a call option is $105. what is the hedge ratio required to construct a riskless portfolio? 0.201 O 0.217 O 0.235 O 0.250 O 0.267

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