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Path: P Words:0 QUESTION 3 A bank has just sold 250,000 call options on shares of a stock. The strike price is 49: the stock
Path: P Words:0 QUESTION 3 A bank has just sold 250,000 call options on shares of a stock. The strike price is 49: the stock price is 50; the continuously risk-free rate is 7%, the volatility is 25%, and the time to maturity is 0.25 What position should the company take in the stock for delta neutrality? T T T Arial 3 (12pt) v 1 Words Oy Path: 0 Click Save and submit to save and submit. Click Sme All Answer Save All Answ
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