Type Delta Gamma Call I 0 5825 0 0651 Call II 0 7773 0 0746 Suppose that you are taking a short position on 1,000 units of Call I Determine the position on Call II and the underling stock you should take in order to hedge your position, neutralizing both delta and gamma Type Delta Gamma Call I 0 5...

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Type Delta Gamma Call-I 0.5825 0.0651 Call-II 0.7773 0.0746 Suppose that you are taking a short...

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Type Delta Gamma Call-I 0.5825 0.0651 Call-II 0.7773 0.0746 Suppose that you are taking a short...

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