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n Question 19 12 pts Given data: Today After 1 year 120.773898 100 89.47150422 Call: strike price K= 105, option matures after 1 year. Money

n Question 19 12 pts Given data: Today After 1 year 120.773898 100 89.47150422 Call: strike price K= 105, option matures after 1 year. Money Market Account (mma) 1.051271096 What is the pseudo-probability of stock price going up? 0.4555 0.4851 0.5631 0.5001 Question 20 12 pts Given data: 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 What is the hedge ratio to construct a synthetic put? -0.5001 0.4688 0.5001 -0.4961 n Question 19 12 pts Given data: Today After 1 year 120.773898 100 89.47150422 Call: strike price K= 105, option matures after 1 year. Money Market Account (mma) 1.051271096 What is the pseudo-probability of stock price going up? 0.4555 0.4851 0.5631 0.5001 Question 20 12 pts Given data: 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 What is the hedge ratio to construct a synthetic put? -0.5001 0.4688 0.5001 -0.4961

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