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Please, answer the below question with showing the entire steps very clearly. A) If you own 2000 shares of stock, and the call delta is
Please, answer the below question with showing the entire steps very clearly.
A) If you own 2000 shares of stock, and the call delta is 0.25. Determine the delta neutral hedged portfolio (market neutral portfolio). B) By writing the formulas for "Put Call Parity, explain your understanding as to the movements of call and put options and talk about any co-movementsStep by Step Solution
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