Question: Two blind bids have the same size, long/short,flat delta, and have similar characteristics. The stocks on average have the same volatilities. One has a standard

Two blind bids have the same size, long/short,flat delta, and have similar characteristics. The stocks on average have the same volatilities.

One has a standard deviation loss/gain of 30 bps, the other of 60 bps.


What could be the reason for this difference?

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