just need to know if im correct on these

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A delta (hedge ratio) of 0.70 on a call option implies that a hedged portfolio should consist of (long means you bought, and short that you sold): long 0.70 calls for each short stock. short 0.70 calls for each long stock. long 0.70 shares for each short call. long 0.70 shares for each long call. A hedge ratio for a put option is always: equal to one. greater than one. between zero and one between minus one and zero. Higher dividend payout policies have a impact on the value of a call and a impact on the value of a put. negative, negative positive, positive positive, negative negative, positive