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Question 2 2 pts The gamma for a portfolio of options on the same stock is: the sum of the gamma for the individual options

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Question 2 2 pts The gamma for a portfolio of options on the same stock is: the sum of the gamma for the individual options divided by the number of units of each option O the sum of the gamma for the individual options times one minus the percentage of each option in the portfolio's value. the sum of the gamma for the individual options times the percentage of each option in the portfolio's value. cannot be computed if the options have different strikes. O the sum of the gamma for the individual options times the number of units of each option 2 of 12

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