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The current price of Apple is $122.00. Suppose that next month the price will either go up by 7% or go down by 6%. The
The current price of Apple is $122.00. Suppose that next month the price will either go up by 7% or go down by 6%. The monthly risk-free rate is is currently 1%. What is the hedge ratio of a call option with a strike price of $125?
.42
.831
0.35
0.75
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Derivatives And Internal Models
Authors: H. Deutsch
4th Edition
1349307661, 9781349307661
