Question: Two call options, A and B , are on the same stock. Their hedge ratios are 0 . 4 and 0 . 7 , respectively.
Two call options, A and B are on the same stock. Their hedge ratios are and respectively. If a riskfree portfolio of the two calls contains one Call A then the portfolio needs to contain
Call Bs use negative numbers to mean short positions. Keep decimal places.
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