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Suppose that a portfolio is delta neutral and has a gamma of 3,000. The delta and gamma of a particular traded call option are 0.62

Suppose that a portfolio is delta neutral and has a gamma of 3,000. The delta and gamma of a particular traded call option are 0.62 and 1.50, respectively. The portfolio can be made gamma neutral by including in the portfolio a long position of. in the call option? The gamma of the portfolio is then? The delta of the portfolio will then change from zero to?

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