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Ifyou were long 100 shares of XYZ stock,long an XYZ call option with a delta of 0.6 and short an XYZ put option with a
Ifyou were long 100 shares of XYZ stock,long an XYZ call option with a delta of 0.6 and short an XYZ put option with a delta of -0.5 what is your portfolio delta (all options control 100 shares)?
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