Consider a 40-strike 180-day call with S = $40. Compute a delta-gamma-theta approximation for the value of
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TABLE 3 1 day Future S 5 days Actual Approx Actual Approx Approx Actual 1d 25d 3600 19921 16883 17660 00257 00777 00683 18663 00217 19701 00181 00257 ...View the full answer
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