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Given the Greeks for a liability and for one unit of four hedge instruments. Liability a) Find the weights for each hedge instrument which creates
Given the Greeks for a liability and for one unit of four hedge instruments. Liability a) Find the weights for each hedge instrument which creates a portfolio which matches the liabilities Greeks? Given the Greeks for a liability and for one unit of four hedge instruments. Liability a) Find the weights for each hedge instrument which creates a portfolio which matches the liabilities Greeks
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