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What position in option 1, option 2, and the asset will make the portfolio delta, gamma, and vega neutral? Portfolio Option 1 Option 2 Example

image text in transcribed What position in option 1, option 2, and the asset will make the portfolio delta, gamma, and vega neutral?

Portfolio Option 1 Option 2 Example continued Vega Delta Gamma 0 -8000 5000 0.5 2.0 0.6 0.5 1.2 0.8

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