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1c. (2 marks) The Gamma of a European put option on a non-dividend-paying stock is -0.3. What is the Gamma of the corresponding European call

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1c. (2 marks) The Gamma of a European put option on a non-dividend-paying stock is "-0.3". What is the Gamma of the corresponding European call option? A. -0.3 B. 0.3 C. -0.7 0.7 None of the above

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