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Problem 3. Consider the following derivative portfolio. Vn= CBS(tn, Sn) Find the formula (in terms of the Greeks) for the delta-loss operator and the delta-gamma

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Problem 3. Consider the following derivative portfolio. Vn= CBS(tn, Sn) Find the formula (in terms of the Greeks) for the delta-loss operator and the delta-gamma loss operator if the risk factor changes are chosen to be the log returns of S and the change in volatility o. Problem 3. Consider the following derivative portfolio. Vn= CBS(tn, Sn) Find the formula (in terms of the Greeks) for the delta-loss operator and the delta-gamma loss operator if the risk factor changes are chosen to be the log returns of S and the change in volatility o

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