Question: Using the parameters in Table 13.1, verify that equation (13.9) is zero. Purchased Written Call price 2.7804 2.7804 Delta Gamma Theta 0.5824-0.5824 0.0652 0.0652 -0.0173

Using the parameters in Table 13.1, verify that equation (13.9) is zero.

Purchased Written Call price 2.7804 2.7804 Delta Gamma Theta 0.5824-0.5824 0.0652 0.0652 -0.0173 0.0173 Market-maker profi-(--er, +g + r [A,S,-C(SJ] ) h

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