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Which of the following statements about gamma is false? It is risky not to change a delta-neutral rather frequently if gamma is large The gamma
Which of the following statements about gamma is false?
It is risky not to change a delta-neutral rather frequently if gamma is large
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The gamma of a portfolio can be modified by adding stock to the portfolio
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A portfolios gamma measures the rate of change of the portfolios delta with respect to the price of the underlying asset
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The gamma of a portfolio can be modified by adding a position in the traded option to the portfolio
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