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the beta of an option is always equal to beta of underlying stock when we compare both to the same comparison asset t/f it is
the beta of an option is always equal to beta of underlying stock when we compare both to the same comparison asset
t/f
it is always optimal to exercise early an american call option that is in the money
t/f
it is never optimal to exercise early an american put option that is in the money
t/f
there exist real numbers x and y such that n(x)+n(y)=2
t/f
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