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The hedge ratio (delta) of an at-the-money call option on IBM is 0.15 . The hedge ratio of an at-the-money put option is -0.56 .

The hedge ratio (delta) of an at-the-money call option on IBM is 0.15 . The hedge ratio of an at-the-money put option is -0.56 . What is the hedge ratio of an at-themoney straddle position on IBM? 0.410.370.350.330.39

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