Would you expect the hedge ratio to be higher or lower when the call option is more

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Would you expect the hedge ratio to be higher or lower when the call option is more in the money?

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Essentials Of Investments

ISBN: 9780073368719

7th Edition

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

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Question Posted: Oct 20, 2023 04:13 AM

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Would you expect the hedge ratio to be higher or lower when the call option is more

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Higher For deep outofthemoney options an increase in the stock p...View the full answer

Essentials Of Investments

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