The beta of a call option on General Electric is greater than the beta of a share

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“The beta of a call option on General Electric is greater than the beta of a share of General Electric.” True or false?

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Investments

ISBN: 9780073530703

9th Edition

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

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Question Posted: Jan 04, 2013 08:03 AM

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The beta of a call option on General Electric is greater than the beta of a share

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