IBM stock currently sells for 84 dollars per share. The implied volatility equals 47.5 percent....
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IBM stock currently sells for 84 dollars per share. The implied volatility equals 47.5 percent. The risk-free rate of interest is 4.5 percent continuously compounded. If you shorted an option on 100 shares of IBM stock with strike price 83 and maturity of 8 months, how many shares of stock would you have to buy (sell) to create a delta- neutral hedge? 30.0 161.84 333.33 61.791
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