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The Beta of the rate of return (ROR) of a European Put option on a stock a. can never be smaller than the Beta of
The Beta of the rate of return (ROR) of a European Put option on a stock a. can never be smaller than the Beta of the ROR on the stock itself. b. can be equal to the Beta of the ROR on...
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Quantitative Investment Analysis
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
3rd edition
111910422X, 978-1119104544, 1119104548, 978-1119104223
