Question: Why is an Option on a Portfolio cheaper than a Portfolio of Options? Give a numerical example using the Black-Scholes model to support your answer

Why is an Option on a Portfolio cheaper than a Portfolio of Options? Give a numerical example using the Black-Scholes model to support your answer (use real stock data from the market. Keep it simple with a portfolio that contains 1 share of two different stocks but your stocks cannot have the same current price and their rho cannot be equal to zero.).

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