Which of the following is NOT true about gamma? 42 Not yet Marked Flag Select one: O a. A highly positive or highly negative value of gamma indicates that a portfolio needs frequent rebalancing to stay delta neutral Ob. The magnitude of gamma is a measure of the curvature of the portfolio value as a function of the underlying asset price c. A big positive value for gamma indicates that a big movement in the asset price in either direction will lead to a loss Od. Along position in either a call or a put has a positive gamma