H- Exercise 2. (No picking specific numbers) Recall that the hedge ratio for a European call option is given by Cu-Cd u So - ds. Characterize the behavior of the hedge ratio in the limit as it gets farther in the money and as it gets farther out of the money, i.e., lim H =? lim H =? (1) (Hint: Note that C, and Ca are really functions of the underlying stock price So.) So+0 So +