If while valuing a put option using a binomial tree you find a hedge ratio=3/5 is necessary, what does this mean should
Posted: Thu May 05, 2022 8:16 am
If while valuing a put option using a binomial tree you find a
hedge ratio=3/5 is necessary, what does this mean should be in our
portfolio to have a riskless gain in either state of the
world?
hedge ratio=3/5 is necessary, what does this mean should be in our
portfolio to have a riskless gain in either state of the
world?