Question: Return toqu 59 a. Consider a call option. If, in a two-state model, a stock can take a price of $120 or $90, what would

Return toqu 59 a. Consider a call option. If, in a two-state model, a stock can take a price of $120 or $90, what would be the hedge ratio for each of the following exercise prices: $120, $110, $100, $90? (Leave no cells blank - be certain to enter "0" wherever required. Round your answers to 2 decimal places.) points S Answer is complete but not entirely correct. Hedge Ratio 0.00 120 1.00 3 110 3.20 $ $ 100 $90 1.00

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