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Question
Assume S = $33.00, σ = 0.32, r = 0.06, div = 0.01. You short 100 $35 strike calls at 68 days until expiration. Under a delta hedge position, what is your overnight profit/loss if the stock rises to $34.50?A) $9.23 loss
B) $9.23 gain
C) $7.62 loss
D) $7.62 gain
Answer
This answer is hidden. It contains 1 characters.
Related questions
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