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Which of the following statements about gamma is false? The gamma of a portfolio can be modified by adding stock to the portfolio It is

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

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