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In an arbitrage-free market, the theta of a position that is delta, vega, and gamma-neutral, is equal to the value of the position times the
- In an arbitrage-free market, the theta of a position that is delta, vega, and gamma-neutral, is equal to the value of the position times the risk-free rate per day. (True/False/ambigous) give an explanation
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International financial management
Authors: Jeff Madura
12th edition
1133947832, 978-1305195011, 978-1133947837
