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consider a portfolio of call options A, B, C and D on the same underlying stock. The quantity of iptions and each option's price and
consider a portfolio of call options A, B, C and D on the same underlying stock. The quantity of iptions and each option's price and Delta is as follows continuous risk-free rate is 4%. What is the elasticity of the portfolio if the stock price is $30 ? consider a portfolio of call options A, B, C and D on the same underlying stock. The quantity of iptions and each option's price and Delta is as follows continuous risk-free rate is 4%. What is the elasticity of the portfolio if the stock price is $30
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