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1. The gamma of a delta-neutral portfolio of options on an asset is (-)10,000. If the share price jumps $2, without any time passing, what

1.The gamma of a delta-neutral portfolio of options on an asset is (-)10,000.If the share price jumps $2, without any time passing, what is the change in the value of the portfolio? (hint: see "Gamma" section of book for equation needed to answer question)

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