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Business, 17.04.2020 02:23 kell22wolf

A hedge ratio of 0.70 implies that a hedged portfolio should consist of . A hedged a portfolio is a risk free (zero volatility) portfolio that consists of call options and stock shares. long .70 calls for each short stock long .70 shares for each long call long .70 shares for each short call short .70 calls for each long stock

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A hedge ratio of 0.70 implies that a hedged portfolio should consist of . A hedged a portfolio is a...
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