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You are holding 800 shares of a company, currently price at $300 per share. The stock's volatility is 50% and the (continuous) risk free rate

You are holding 800 shares of a company, currently price at $300 per share. The stock's volatility is 50% and the (continuous) risk free rate is 2%. To delta hedge your position with ATM options of 6-month maturity, you should...? A. buy 1910 puts B. buy 335 puts C. buy 1376 calls

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