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YBM's stock price is $102 today. After six months, the stock price can either go up to $115.63212672, or go down to $93.52995844. Options mature

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YBM's stock price is $102 today. After six months, the stock price can either go up to $115.63212672, or go down to $93.52995844. Options mature after T = 6 months and have an exercise price of K = $105. The continuously compounded risk-free interest rate r is 5 percent per year. Given the above data, the hedge ratio is

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