If a portfolio has a net position delta of 36 and a net position gamma of 10. What is the delta hedge? Group of answer
If a portfolio has a net position delta of 36 and a net position gamma of 10. What is the delta hedge?
Group of answer choices
Sell 36 shares
Buy 26 options
Buy 26 shares
Sell 36 options
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Authors: Robert Higgins, Jennifer Koski, Todd Mitton
13th Edition
1260772365, 978-1260772364
