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A call option on an asset has a delta of 0.5. A trader has bought 2000 options and wants to create a delta-neutral position, should
A call option on an asset has a delta of 0.5. A trader has bought 2000 options and wants to create a delta-neutral position, should the trader take a long or short position on the asset? Explain your reasoning.
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Financial Management In The Public Sector Tools Applications And Cases
Authors: Xiaohu Wang
2nd Edition
0765625229, 9780765625229
