3) You buy a call option with price $1.62 and delta = 0.35. The underlying stock is trading at $100. a) What is the appr

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3) You buy a call option with price $1.62 and delta = 0.35. The underlying stock is trading at $100. a) What is the appr

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3 You Buy A Call Option With Price 1 62 And Delta 0 35 The Underlying Stock Is Trading At 100 A What Is The Appr 1
3 You Buy A Call Option With Price 1 62 And Delta 0 35 The Underlying Stock Is Trading At 100 A What Is The Appr 1 (53.21 KiB) Viewed 63 times
3) You buy a call option with price $1.62 and delta = 0.35. The underlying stock is trading at $100. a) What is the approximate change in the value of the option if the stock rises 1%? b) If you buy 100 call options (right to buy 100 stocks), how can you delta hedge your option position with the stock?
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