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The underlying asset Is $50 with volatility 15%. An at-the-money call option has a price of $5. The call has a Theta of 2.65 and

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The underlying asset Is $50 with volatility 15%. An at-the-money call option has a price of $5. The call has a Theta of 2.65 and a Gamma of 0.05. The risk-free rate is 5%. Compute the Delta and Gamma of the at-money-put and use them to estimate the change in price of the put if the asset price immediately jumps to 50.25, assuming all other factors remain constant. The underlying asset Is $50 with volatility 15%. An at-the-money call option has a price of $5. The call has a Theta of 2.65 and a Gamma of 0.05. The risk-free rate is 5%. Compute the Delta and Gamma of the at-money-put and use them to estimate the change in price of the put if the asset price immediately jumps to 50.25, assuming all other factors remain constant

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