Question: Example: suppose that S = $40, r-796, 30% I have a position which consists of 2 long calls with K - 40, 2 short calls

Example: suppose that S = $40, r-796, 30% I have a

Example: suppose that S = $40, r-796, 30% I have a position which consists of 2 long calls with K - 40, 2 short calls with K-50, and 1 long share and short $40 in T-bills. Both options have a maturity of 6 months. What is the delta of the portfolio

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