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Which of the following statements are correct regarding the hedge ratio of an option? A. Both Statements are true B. The hedge ratio of a
Which of the following statements are correct regarding the hedge ratio of an option?
A. Both Statements are true
B. The hedge ratio of a put option is always between 0 and -1 in absolute value, and moves close to -1 as the underlying stock price falls
C. The hedge ratio of a call option is always between 0 and 1 and moves closer to 1 as the underlying stock price rises
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