The beta of a call option on the S&P 500 index with an exercise price of 1,130

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“The beta of a call option on the S&P 500 index with an exercise price of 1,130 is greater than the beta of a call on the index with an exercise price of 1,140.” True or false?

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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