Multiple Choice
A portfolio has a position delta of 1,250 and a beta of 1.15. If you write calls against it such that the position delta falls to 500, what is the approximate new portfolio beta?
A) 0.46
B) 0.55
C) 1.05
D) 1.15; beta will not change
Correct Answer:
Verified
Correct Answer:
Verified
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