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Question 4 1 pts A trader's portfolio is delta-neutral and has a gamma of -1,000. The delta and gamma of a traded put option is
Question 4 1 pts A trader's portfolio is delta-neutral and has a gamma of -1,000. The delta and gamma of a traded put option is -0.60 and 2.00, respectively. The trader wants to make the portfolio both delta and gamma-neutral. The portfolio can be made delta and gamma neutral by: O Buying 500 puts and buying 300 shares. Selling 500 puts and buying 300 shares. Selling 500 puts and selling 300 shares. O Buying 500 puts and selling 300 shares
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