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Suppose you have a portfolio consisting solely 900 long calls with theta of - 0.11 and 1200 long puts with theta of - 0.06 on

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Suppose you have a portfolio consisting solely 900 long calls with theta of - 0.11 and 1200 long puts with theta of - 0.06 on a given stock. Given this information, What is the approximate change in the portfolio value per trading day? 1.43 0.85 68. 0.51 1.19

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