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Task: A financial institution holds the following portfolio ofOTC options transactions with the underlying asset in BritishPounds.A tradable option has a delta of 0.6. gamma

Task: A financial institution holds the following portfolio ofOTC options transactions with the underlying asset in BritishPounds.A tradable option has a delta of 0.6. gamma of 1.5. vega of0.8. 2 answers

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