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8. You are given the following information about two options on a stock: Option A Option B Delta 0.6242 -0.2197 Gamma 0.0123 0.0069 Vega 0.3678

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8. You are given the following information about two options on a stock: Option A Option B Delta 0.6242 -0.2197 Gamma 0.0123 0.0069 Vega 0.3678 0.4112 The purchase of one option A is delta-gamma hedged using the stock and Option B. Calculate vega for the portfolio. 8. You are given the following information about two options on a stock: Option A Option B Delta 0.6242 -0.2197 Gamma 0.0123 0.0069 Vega 0.3678 0.4112 The purchase of one option A is delta-gamma hedged using the stock and Option B. Calculate vega for the portfolio

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