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The delta of a derivatives portfolio dependent on an index is 2,100. The index is currently 1,000. Estimate what happens to the value of the
The delta of a derivatives portfolio dependent on an index is 2,100. The index is currently 1,000. Estimate what happens to the value of the portfolio when the index increases to 1,005
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Entrepreneurial Finance
Authors: Steven Rogers
4th Edition
1260461440, 978-1260461442
