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The Black-Scholes hedge ratio for a long put option is equal to Multiple Choice N(d) N(d2) N(d) - 1 N(d) - 1
The Black-Scholes hedge ratio for a long put option is equal to Multiple Choice N(d) N(d2) N(d) - 1 N(d) - 1
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Intermediate Financial Management
Authors: Eugene F. Brigham, Phillip R. Daves
7th Edition
0030333288, 9780030333286
