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Q 6 . The second page of the spread sheet ( titled Put ) sent to you by email lists daily futures prices ( cents
Q The second page of the spread sheet titled Put sent to you by email lists daily futures prices centslb of Aug CME Live Cattle futures contract and the premiums of a put option with SP centslb For each day, calculate the put options delta and hedge ratio in the spread sheet and list the average delta and the hedge ratio based on the average delta here. If you find an undefined value, replace that with a period. points Answer: Average delta HRdelta
Q The second page of the spread sheet titled Put sent to you by email lists daily futures prices centslb of Aug CME Live Cattle futures contract and the premiums of a put option with SP centslb For each day, calculate the put options delta and hedge ratio in the spread sheet and list the average delta and the hedge ratio based on the average delta here. If you find an undefined value, replace that with a period. points
Answer: Average delta HRdelta
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