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d. You are selling a 100 call options, each with a price of $13.66,w=0.791 and w=0.0145. You have the ability to invest in the underlying stock and a different short-dated option on the same underlying with a price of $2.33,b=0.5286 and b=0.0694 Create a portfolio which is and hedged and explain why perfect hedging is not possible