Question: Consider a riskless spread with a long position in the August 160 call and a short position in the October 160 call. Determine the appropriate

Consider a riskless spread with a long position in the August 160 call and a short position in the October 160 call. Determine the appropriate hedge ratio. Then show how a $1 stock price increase would have a neutral effect on the spread value. Discuss any limitations of this procedure. I need all process

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