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The price of a stock, which pays no dividends, is $30 today. In one year, the stock price will either be $36 or $24. The
The price of a stock, which pays no dividends, is $30 today. In one year, the stock price will either be $36 or $24. The strike price of a one year European call option on the stock is $27. What is the hedge ratio of the call option today?
9
-0.75
0.75
12
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