In the binomial model, if an option has no chance of expiring out-of-the-money, the hedge ratio will be
a. 0.5
b. infinite
c. 1
d. 0
e. none of the above
Answer: E
In the binomial model, if an option has no chance of expiring out-of-the-money, the hedge ratio will be
a. 0.5
b. infinite
c. 1
d. 0
e. none of the above
Answer: E
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