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Which of the following statements is NOT true for a trader who performs a Delta Hedge You have to balance the Theta and Gamma of
Which of the following statements is NOT true for a trader who performs a Delta Hedge
- You have to balance the Theta and Gamma of the portfolio
- You have to buy when the price goes up and sell when the price of the underlying goes down.
- Has to constantly resort to external financing
- You can cover the Gamma with the underlying
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