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Consider a portfolio that has a delta of 5 0 0 , gamma of 6 0 , and vega of 9 6 5 with respect

Consider a portfolio that has a delta of 500, gamma of 60, and vega of 965 with respect to some asset. On a day when the asset has a dollar return of $5 and the implied volatility increases by 0.003, that is the resultant change in the value of this portfolio?

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