(In Table 15.2 the stock position is rounded to the nearest 100 shares.) Calculate the gamma and...

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(In Table 15.2 the stock position is rounded to the nearest 100 shares.) Calculate the gamma and the of the position each week. Calculate the change in the value of the portfolio each week and check whether equation (15.6) is approximately satisfied. (Note: DerivaGem produces a value of theta "per calendar day". The theta is equation (15.6) is "per year"]

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