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(5 pts) You are given the following information for two European options on a stock priced using the Black-Scholes formulas: The current stock price is

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(5 pts) You are given the following information for two European options on a stock priced using the Black-Scholes formulas: The current stock price is 60 . Determine the number of shares of stock and number of 50-strike calls one needs to buy or sell to delta-gamma hedge a sale of a 45-strike put

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