Question: Data: S 0 = 120; X = 126; 1 + r = 1.05. The two possibilities for S T are 150 and 102. a-1. The

Data: S 0 = 120; X = 126; 1 + r = 1.05. The two possibilities for S T are 150 and 102. a-1. The range of S is 48 while that of C is 24 across the two states. What is the hedge ratio of the call? (Roun...

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