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Explain: when a portfolio is delta neutral and has a negative gamma, a loss is experienced when there is a large movement in the
Explain: "when a portfolio is delta neutral and has a negative gamma, a loss is experienced when there is a large movement in the underlying asset price."
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Practical Financial Management
Authors: William R. Lasher
8th edition
1305637542, 978-1305887237, 1305887239, 978-1305637542
