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Please answer the following question in Excel. Please provide cell references. Suppose you have a portfolio consisting solely 70 long calls with vega of 17.38

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

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Suppose you have a portfolio consisting solely 70 long calls with vega of 17.38 and 150 long puts with vega of 7.2 on a given stock. Given this information, what is the approximate change in the portfolio value if the volatility changes by 3 percent? 51.67 68.89 144.68 86.12 120.57

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