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Please explain the question below, thanks! A portfolio containing derivative securities on only one asset has Delta 5000 and Gamma -200 A portfolio containing derivative

Please explain the question below, thanks!

A portfolio containing derivative securities on only one asset has Delta 5000 and Gamma -200

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A portfolio containing derivative securities on only one asset has Delta Good and Gamma - 2401 . A call on the asset with MIC"! = 1. 4 and I'll"; = II.``, and a put on the same asget , with WIFI _ _ U.S and !'If] = 1.07 Are currently traded . How do you make the portfolio Delta- neutral and Gaming - neutral !"

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