Reproduce Table 7.2. (In Table 7.2, the stock position is rounded to the nearest 100 shares.) Calculate
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Reproduce Table 7.2. (In Table 7.2, the stock position is rounded to the nearest 100 shares.) Calculate the gamma and theta of the position each week. Using the DerivaGem Applications Builders to calculate the change in the value of the portfolio each week (before the rebalancing at the end of the week) and check whether equation (7.2) is approximately satisfied.
AppendixLO1
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