Answer Happy

Posted: **Wed May 18, 2022 10:10 pm**

: In The Binomial Option Valuation Model A Call Has A Hedge Ratio Of 0 8 And A Put Has A Hedge Ratio Of 0 0999999999999 1 (34.3 KiB) Viewed 70 times

In the binomial option valuation model, a call has a hedge ratio of 0.8, and a put has a hedge ratio of -0.09999999999999999. You want to form a riskfree portfolio using the call and the put. Assume the portfolio has one call. Then it should contain puts (keep 2 decimal places).