Question: Two call options, A and B, are on the same stock. Their hedge ratios are 0.4 and 0.7, respectively. If a riskfree portfolio of

Two call options, A and B, are on the same stock. Their

Two call options, A and B, are on the same stock. Their hedge ratios are 0.4 and 0.7, 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 2 decimal places.)

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