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International Financial Management 2nd Edition by Geert Bekaert ,Robert Hodrick
Edition 2ISBN: 978-0132162760International Financial Management 2nd Edition by Geert Bekaert ,Robert Hodrick
Edition 2ISBN: 978-0132162760 Exercise 34
Suppose a trader sells a call option on £500,000 with a delta of 0.35 and buys another call option on £1,000,000 with different parameters whose delta is 0.55. What is his net exposure to small movements in the exchange rate How could he cover this position
Explanation
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A trader has sold the call option and si...
International Financial Management 2nd Edition by Geert Bekaert ,Robert Hodrick
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