The price of a stock today is $40. In nine months, the stock may go up to

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The price of a stock today is $40. In nine months, the stock may go up to $48, or it may have lower bound of $33.

What hedge ratio would you use if you were building a portfolio of a share of a stock, and some number of call options?

Related Book For answer-question

Income Tax Fundamentals 2013

ISBN: 9781285586618

31st Edition

Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill

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Posted Date: Jun 10, 2023 03:39 AM

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The price of a stock today is $40. In nine months, the stock may go up to

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Income Tax Fundamentals 2013

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