Consider long positions on options written on the same underlying stock. Option 1 is a call...
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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 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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Your answer 0102 0 Since the options are on the same underlying stock they will ha... View the full answer
Related Book For
Investment Analysis and Portfolio Management
ISBN: 978-0538482387
10th Edition
Authors: Frank K. Reilly, Keith C. Brown
Posted Date:
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