Question: Please answer the following question in Excel. Please provide cell references. Suppose you have a portfolio consisting solely 70 long calls with vega of 17.38

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 70 long calls with vega of 17.38 and 150 long puts with vega of 7.2 on a given stock. Given this information, what is the approximate change in the portfolio value if the volatility changes by 3 percent? 51.67 68.89 144.68 86.12 120.57

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