garp21-p1-37
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GARP.FRM.PQ.P1 GARP P1 Question 37 - dynamic delta hedge
I have a question about this GARP question: Question 37. In evaluating the dynamic delta hedging of a portfolio of short option positions, which of the following is correct? A. The interest cost of carrying the delta hedge will be highest when the options are deep out-of-the-money. B. The...- liyi1989
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