Quiz Ch 16 – Hedge Ratio in Correlated Option and Stock Returns

Essentials of Investments

Bodie, Kane, and Marcus

12th Edition

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What does the hedge ratio equal in a two-state binomial option model with perfectly correlated options and stock returns?

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  • Search Terms: __________. a) the a an and are as be binomial correlated deviation equal hedge in model, must of option outcomes outcomes b) the outcomes c) the perfectly range ratio returns returns d) the standard stock the to two-state when
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