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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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