In 19.10, what initial position in 9-month silver futures is necessary for delta hedging
Chapter 19, Problem 19.11(choose chapter or problem)
In 19.10, what initial position in 9-month silver futures is necessary for delta hedging? If silver itself is used, what is the initial position? If 1-year silver futures are used, what is the initial position? Assume no storage costs for silver.
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