Multiple Choice
If the hedge ratio for a stock call is 0.70, the hedge ratio for a put with the same expiration date and exercise price as the call would be
A) 0.70.
B) 0.30.
C) -0.70.
D) -0.30.
E) -.17.
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q6: Other things equal, the price of a
Q55: An American call option buyer on a
Q55: Vega is defined as<br>A) the change in
Q57: What is an option hedge ratio<br> How
Q58: The price of a stock call option
Q59: Before expiration, the time value of an
Q61: At expiration, the time value of an
Q65: At expiration, the time value of an
Q73: Dynamic hedging is<br>A) the volatility level for
Q85: Other things equal, the price of a