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Consider two long positions on the same underlying stock. Option 1 is a call on 10 shares with a delta of 0.5. Option 2 is


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Consider two long positions on the same underlying stock. Option 1 is a call on 10 shares with a delta of 0.5. Option 2 is a put on 10 shares with a delta of -0.7. The net position delta is: -2 12 The given information is insufficient to provide the answer O2

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