You purchase ten shares of some stock the delta of a, Financial Management

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You purchase ten shares of some stock the delta of a

You purchase ten shares of some stock. The delta of a certain call on this stock is 0.63339, and the gamma of this call is 0.073. The delta of a put with the same terms as the call is !0.27145. You wish to delta and gamma hedge your position by purchasing/selling calls and puts. How many calls must you write to achieve this hedged position?

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Financial Management: You purchase ten shares of some stock the delta of a

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