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What is the delta hedge (number of options) for call options with a strike of $71.85 required to hedge a single shared that is presently
What is the delta hedge (number of options) for call options with a strike of $71.85 required to hedge a single shared that is presently worth $52.9/ share and can attain $86.73 share with 40% likelihood or $46.91/ share with 60% likelihood? [If your answer is a fraction, please convert it to a decimal for submission]
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