Question: In the binomial option valuation model, a call has a hedge ratio of 0.8, and a put has a hedge ratio of -0.8. You want

In the binomial option valuation model, a call has a hedge ratio of 0.8, and a put has a hedge ratio of -0.8. You want to form a riskfree portfolio using the call and the put. Assume the portfolio has one call. Then it should contain puts (keep 2 decimal places).

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