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Sir when it comes to currency options, if we get number of contracts in integer and not as a whole number then we hedge the unhedged amount using forwards. Now I use a different method to solve for options, i square my positions in the options and then take the profit/(loss) from there and then separately convert the actual amount at spot and consider in the premium too. Which is akin to the method you use.
I get minor differences ranging from $200-$1000. Is that fine? Or I am doing it incorrectly and should follow the method of Kaplan only.
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