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Suppose you write1,000 XYZ call options w/exercise price of $50 expiring in 5 months.Current stock price is $50 and its volatility is 40%. How many
Suppose you write1,000 XYZ call options w/exercise price of $50 expiring in 5 months.Current stock price is $50 and its volatility is 40%. How many stocks are needed for Delta hedging? Assume risk-free rate is 10%.
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