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You are looking to hedge a position for a call option that you just wrote (sold). The current price of the underlying assets is $100
You are looking to hedge a position for a call option that you just wrote (sold). The current price of the underlying assets is $100 and the strike price on the option is $105. You have determined that the shares will either be worth $120 or $110 tomorrow. How many shares should you purchase (assuming the option is written on 100 shares) in order to hedge your position until tomorrow?
Group of answer choices
100
75
50
25
0
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