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A trader holds a portfolio with a delta of 1000 and a gamma of -5000. Which of the following is true? a. The portfolio is

A trader holds a portfolio with a delta of 1000 and a gamma of -5000. Which of the following is true? a. The portfolio is long options, short underlying stock b. The portfolio is short options only, no stock holding c. The portfolio is short stock only, no option holding d. The portfolio is short options, long underlying stock

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