Find the hedge ratio for a put
Find the hedge ratio for a put option on $15,000 with a strike price of €10,000. In one period the exchange rate (currently S($/€) = $1.50/€) can increase by 60% or decrease by 37.5% (i.e. u = 1.6 and d = 0.625).
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find the hedge ratio for a put option on 15000 with a strike price of euro10000 in one period the exchange rate
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