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A financial institution has a portfolio of over-the-counter options on sterling. The portfolio delta is 200, and the portfolio gamma is -800, and the portfolio

A financial institution has a portfolio of over-the-counter options on sterling. The portfolio delta is 200, and the portfolio gamma is -800, and the portfolio theta is 650. Which of the following is a possible scenario of the portfolio positions on sterling? Long call options Long put options Short call options Short put options

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