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Use the two-state put-option value in this problem. SO = $100; X = $120; the two possibilities for ST are $150 and $80. What is
Use the two-state put-option value in this problem. SO = $100; X = $120; the two possibilities for ST are $150 and $80. What is the hedge ratio?
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Information Systems Assurance
Authors: David C Chan
2nd Edition
150081458X, 9781500814588
