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The hedge ratio of a put option is -0.12. If the price of the underlying stock decreases from $40 to $34, the price of the

The hedge ratio of a put option is -0.12. If the price of the underlying stock decreases from $40 to $34, the price of the put option will

a. None of the other answers is correct

b. Decrease by approximately 0.72

c. Decrease by approximately 0.12

d. Increase by approximately 0.72

e. Increase by approximately 0.12

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