A portfolio consists of 1 0 0 shares of stock and 1 5 0 0 calls on

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Question:

A portfolio consists of

100

shares of stock and

1500

calls on that stock. If the hedge ratio for the call is

0.7,

what would be the dollar change in the value of the portfolio in response to a $

1

decline in the stock price?

Related Book For answer-question

Financial Trading And Investing

ISBN: 9780323909556

3rd Edition

Authors: John Teall

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Posted Date: Feb 04, 2024 06:56 AM

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A portfolio consists of 1 0 0 shares of stock and 1 5 0 0 calls on

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Financial Trading And Investing

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