Question: Required: a. Consider a call option if in a two-state model, a stock can take a price of $144 or $108, what would be the

 Required: a. Consider a call option if in a two-state model,

Required: a. Consider a call option if in a two-state model, a stock can take a price of $144 or $108, what would be the hedge ratio for each of the following exercise prices: $144,$140,$130, $108 ? (Leave no cells blank - be certain to enter "0" wherever required. Round your answers to 2 decimal places.)

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