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Question 12 (3 points) The gamma of a delta-neutral portfolio is 300. What is the impact of a sudden jump of $2 in the price

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Question 12 (3 points) The gamma of a delta-neutral portfolio is 300. What is the impact of a sudden jump of $2 in the price of the underlying asset? (Hint: use Equation 14 on the formula sheet, and assume At can be ignored.) O A gain of $600 A gain of $150 A loss of $600 A loss of $150

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