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Problem 6. (12 points) Determine the sign (whether it is positive or negative) of the following Greeks, briefly explain how you get it: (1) A
Problem 6. (12 points) Determine the sign (whether it is positive or negative) of the following Greeks, briefly explain how you get it: (1) A for no dividend call option. (2) A for no dividend put option. (3) I for no dividend call option. (4) I for no dividend put option
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