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Which of the following could NOT be a gamma-neutral portfolio? Select one alternative: A long position in a call option plus a short position in

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Which of the following could NOT be a gamma-neutral portfolio? Select one alternative: A long position in a call option plus a short position in the underlying stock. A short position in a call option and a long position in a put option. A long position in a call option and a short position in a put option. A short position in a call option plus a long position in another call option

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