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what is the gamma of a portfolio of 100 long puts and how can we delta-gamma hedge with the following parameterization S0= 100, K=110, T=2,
what is the gamma of a portfolio of 100 long puts and how can we delta-gamma hedge with the following parameterization S0= 100, K=110, T=2, Volatility=0.10, r=0.05
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