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Question 15 5 pts IBM stock currently sells for 92 dollars per share. The implied volatility equals 42.5 percent. The risk-free rate of interest is

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Question 15 5 pts IBM stock currently sells for 92 dollars per share. The implied volatility equals 42.5 percent. The risk-free rate of interest is 3.5 percent continuously compounded. If you shorted an option on 100 shares of IBM stock with strike price 89 and maturity of 3 months, how many shares of stock would you have to buy (sell) to create a delta-neutral hedge? 333.33 161.84 61.791 30.0 Next Previous

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