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Which of the Greeks is greater than 1 in absolute value? a. Trading shares of the underlying stock will not affect either the gamma or

Which of the Greeks is greater than 1 in absolute value?

a.

Trading shares of the underlying stock will not affect either the gamma or the vega of a portfolio.
b.

In a volatility smile, all options have the same strike price, but they expire on different dates.
c.

Both of the above
d.

None of the above

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