If you have a stock option portfolio with a vega position of 10, what is your profit
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If you have a stock option portfolio with a vega position of 10, what is your profit or loss if volatility rises by 6%. Please enter your answer as a number with no decimal places, and enter a loss by including a negative sign (no dollar sign)
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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