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A additional traded option is available with a delta of 0.6, a gamma of 1.5, and a vega of 0.8. a. Estimate the delta, gamma

A additional traded option is available with a delta of 0.6, a gamma of 1.5, and a vega of 0.8. a. Estimate the delta, gamma and vega of the portfolio? How can they be interpreted? b. What position in sterling would make the portfolio delta neutral? c. What position in the additional traded option and in sterling would make the portfolio both gamma neutral and delta neutral

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