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Question 7 2 pts In a delta- and gamma-hedged call option position, over a short discrete time interval [t, t + At]: O both small

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Question 7 2 pts In a delta- and gamma-hedged call option position, over a short discrete time interval [t, t + At]: O both small and large price movement risk are eliminated. O interest rate risk is eliminated. large price movement risk is eliminated. O small price movement risk is eliminated. volatility risk is eliminated

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