Question: Please answer the following question in Excel. Please provide cell references. Suppose you have a portfolio consisting solely 500 long calls with theta of -0.11

Please answer the following question in Excel. Please provide cell references.

Please answer the following question in Excel. Please provide cell references. Suppose

Suppose you have a portfolio consisting solely 500 long calls with theta of -0.11 and 1400 long puts with theta of -0.09 on a given stock. Given this information, what is the approximate change in the portfolio value per trading day? -1.26 -72. -0.54 -1.51 -0.9 Suppose you have a portfolio consisting solely 500 long calls with theta of -0.11 and 1400 long puts with theta of -0.09 on a given stock. Given this information, what is the approximate change in the portfolio value per trading day? -1.26 -72. -0.54 -1.51 -0.9

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