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How Would You Delta Hedge an 'At-The-Money' Long Call Option

Question 202

Multiple Choice

How would you delta hedge an 'at-the-money' long call option?


A) Go short of the underlying commodity equal to 50% of the size of the option contract
B) Go long of the underlying commodity equal to 50% of the size of the option contract
C) Go long of the underlying commodity equal to the full size of the option contract
D) Go short of the underlying commodity equal to the full size of the option contract

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