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Please answer the following question in Excel. Please provide cell references. Suppose you have a portfolio consisting solely 230 long calls with rho of 14.28

Please answer the following question in Excel. Please provide cell references.

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Suppose you have a portfolio consisting solely 230 long calls with rho of 14.28 and 140 long puts with rho of -6.65 on a given stock. Given this information, what is the approximate change in the portfolio value if interest rates changes by 49 basis points? 11.53 14.41 24.21 8.64 O 20.18

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