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You are given the following information for three European call options on a stock: 40-strike | 45-strike 50-strike call call call 0.5688 0.2734 10.1181 0.0598

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You are given the following information for three European call options on a stock: 40-strike | 45-strike 50-strike call call call 0.5688 0.2734 10.1181 0.0598 0.0524 0.0301 -0.0145 -0.0118 -0.0512 A market-maker selling a 40-strike call delta gamma-theta-hedges it with the underlying stock and 45- and 50-strike call options. Determine the number of shares of stock and 45- and 50-strike calls that must be bought or sold to effect this hedge

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