Question: Consider long positions on options written on the same underlying stock. Option 1 is a call on 100 shares with a gamma of 0.1.

Consider long positions on options written on the same underlying stock. Option

Consider long positions on options written on the same underlying stock. Option 1 is a call on 100 shares with a gamma of 0.1. Option 2 is a put on 100 shares with a gamma of 0.2. You have also sold 40 shares. The net position gamma is: Group of answer choices -30 30 10

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