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Question 3 1 pts In the Black-Scholes model, if the theta of a delta neutral portfolio is large and positive, this means that: It is

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Question 3 1 pts In the Black-Scholes model, if the theta of a delta neutral portfolio is large and positive, this means that: It is not clear what should happen to the gamma of the portfolio. The gamma of the portfolio is large and negative. The gamma of the portfolio is large and positive as well. O The portfolio is gamma neutral

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