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Use the following information to answer questions 1 7 - 2 0 . It is January 2 n d , and you have $ 6
Use the following information to answer questions
It is January and you have $ in the bank. You'd like to invest this money into the stock market.
Zebra Corp. AC is currently trading at $ The ZC June call option contract is currently priced at $
You decided to make a direct investment in shares purchased at a price of $ per share.
Question: Assume that the delta on ZCs put option contract is that you wanted to hedge your entire position, and that the put option was trading at $ what would be your total return on your ZC position, if you entered into a delta hedge and later sold your shares at $
a
b
c
d
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