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    Exam 18: Path-Independent Exotic Options
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    You Have Written a Put on a Call,where the Underlying
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You Have Written a Put on a Call,where the Underlying

Question 17

Question 17

Multiple Choice

You have written a put on a call,where the underlying call is written on a stock.To delta hedge yourself you can either go the underlying call or the underlying stock.


A) short;short.
B) short;long.
C) long;short.
D) long;long.

Correct Answer:

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