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A portfolio of derivatives on a stock has a delta of 2400 and a gamma of -100. An option on the same stock with a
A portfolio of derivatives on a stock has a delta of 2400 and a gamma of -100. An option on the same stock with a delta of 0.3 and a gamma of 0.05 can be traded as well as the underlying stock. What position in the underlying stock is necessary to make the portfolio both delta and gamma neutral
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