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You own 1 0 0 0 shares of XYZ ( p = $ 5 0 ) ATM Calls are $ 1 0 with a delta
You own shares of XYZ p$ATM Calls are $ with a delta ATM Puts are $ with a delta How would you hedge? possible answersA You should buy callsB You should write callsC You should write callsD You should buy putsE You should buy putsF You should write puts
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