Good day. My question is on delta hedge in the revision note. It was not solved . Could you please assist with the solution.
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Greeks
10y ago#1d1 = - 0.9070
N(d1) = 0.1814
Therefore the number of options for the delta hedge = 1,000 / 0.1814 = 5,513
Thank you sir
10y ago#3You are welcome :-)
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