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What is the number of shares needed to delta hedge this position? (negative quantity = short position) What is the gamma of this portfolio? 4.

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What is the number of shares needed to delta hedge this position? (negative quantity = short position)

What is the gamma of this portfolio?

4. Suppose you hold the following call option portfolio with the following characteristics: Quantity 3 Strike 100 Price 5.5416 Delta 0.5488 Gamma 0.0305 -4 105 3.4447 0.4002 0.0297 -1 110 2.0172 0.2706 0.0255

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