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In a delta- and gamma-hedged call option position, over a short discrete time interval [t, t + t]: (Show your explanations) large price movement risk
In a delta- and gamma-hedged call option position, over a short discrete time interval [t, t + t]: (Show your explanations)
- large price movement risk is eliminated.
- small price movement risk is eliminated.
- interest rate risk is eliminated.
- volatility risk is eliminated.
- both small and large price movement risk are eliminated.
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