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You are managing a portfolio with 100,000 calls (long position) and 50,000 puts (long position) on the same underlying asset. The delta of each call

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You are managing a portfolio with 100,000 calls (long position) and 50,000 puts (long position) on the same underlying asset. The delta of each call option is 0.52. The delta of each put option is -0.48. You would like to create a delta neutral position by purchasing or short selling the underlying asset. How many shares should you buy or short sell? Report a positive number if you need to buy, or a negative number if you need to short sell. Enter your answer here

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