The Hedge Ratio
A)Is the Size of the Long (Short)position $\frac { C _ { u T ^ { - } C _ { d T } } } { S _ { 0 } ( u - d ) }$

Multiple Choice

The hedge ratio

A) Is the size of the long (short) position the investor must have in the underlying asset per option the investor must write (buy) to have a risk-free offsetting investment that will result in the investor perfectly hedging the option.
B) $\frac { C _ { u T ^ { - } C _ { d T } } } { S _ { 0 } ( u - d ) }$
C) Is related to the number of options that an investor can write without unlimited loss while holding a certain amount of the underlying asset.
D) all of the options