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Suppose you have sold 100 European calls on Yehaa (which does not pay dividends), each with a strike of 100 USD, with r = 3%

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Suppose you have sold 100 European calls on Yehaa (which does not pay dividends), each with a strike of 100 USD, with r = 3% per annum and o = 25% per annum, which expire in 1 year. The current stock price of Yehaa is 100 USD and you are delta-hedged. Which trade would you have to carry out to remain delta-hedged if the stock price crashed by 10%? A Buy 20 shares in Yehaa B Buy 14 shares in Yehaa C Sell 16 shares in Yehaa D Sell 29 shares in Yehaa E Sell 10 shares in Yehaa

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