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Assume that you are a trader and have sold 10 Put options. How would you...

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Finance

Assume that you are a trader and have sold 10 Put options. How would you Delta hedge your exposure on this contract? How would your hedge be managed over the 6 months until the exercise date?

d1=0.70. put option price 20. Share price 500p. T=0.5. r=0.025. K=550. sigma=0.25

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