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5. You SELL 2 options of equal value. Both options are based on a stock that pays no dividend, and they have the same expiration
5. You SELL 2 options of equal value. Both options are based on a stock that pays no dividend, and they have the same expiration date. Current stock price is $100. The following table shows the 'Greeks' of the options. One day after you create the position, the stock price decreases to $98, and the stock volatility increases by 4%. How much profit or loss have you made? Ignore Gamma risk
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