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Portfolio A consists of 6 0 0 shares of stock and 3 0 0 calls on that stock. Portfolio B consists of 6 8 5
Portfolio A consists of shares of stock and calls on that stock. Portfolio B consists of shares of stock. The call delta is Which portfolio has a higher dollar exposure to a change in stock price? Group of answer choices Portfolio B The two portfolios have the same exposure. Portfolio A if the stock price increases, and portfolio B if it decreases Portfolio B if the stock price increases, and portfolio A if it decreases Portfolio A
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