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In regards to hedging with options, which of the following is/are true? 1. Both the delta of a call and a put are between 0
In regards to hedging with options, which of the following is/are true?
1. Both the delta of a call and a put are between 0 and 1.
2. The gamma for both a call and a put are positive.
3. To hedge a long position in a call on 100 shares, one would sell 100 times delta shares.
A. Only 1
B. Only 2
C. 1 and 3 are true
D. 2 and 3 are true
E. All of the above
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