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Sunny Bank has the following portfolio of over-the-counter options on the same underlying asset: Type call call Put Position -1 ,ooo 600 -2,000 Delta
Sunny Bank has the following portfolio of over-the-counter options on the same underlying asset: Type call call Put Position -1 ,ooo 600 -2,000 Delta of Option 0.2 0.8 Gamma of Option Vega of Option 0.9 0.5 1.4 1.6 1.0 0.5
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Microeconomics
Authors: Glenn Hubbard, Anthony O'Brien
7th Edition
0134737504, 978-0134737508
