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5.7 Your portfolio is worth $1,000,000 and has the following greeks: Delta - 20; Gamma - 10,000; Vega 8,000; Theta (per calendar day)-300; Rho 250

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5.7 Your portfolio is worth $1,000,000 and has the following greeks: Delta - 20; Gamma - 10,000; Vega 8,000; Theta (per calendar day)-300; Rho 250 What will be the value of your portfolio after the 2 days weekend, if S, volatility and r has not changed? O A $999,400 $1,000,000 $1,000,040 O D 1,040,000

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