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A stock trades at $20. Its annual volatility is 18%. The risk-free rate is 3%. Calculate the A of a portfolio consisting of 2 long

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A stock trades at $20. Its annual volatility is 18%. The risk-free rate is 3%. Calculate the A of a portfolio consisting of 2 long calls and 1 short put with strike K = 20 and T equal to 4 months. How many shares of the stock would you short in order to build a new portfolio that is delta-neutral

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