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You have sold 100 units of European call and bought 50 units of European put options on a non-dividend paying stock when the stock price

You have sold 100 units of European call and bought 50 units of European put options on a non-dividend paying stock when the stock price is $108, the exercise prices are $100, the risk-free interest rate is %5 pa, the volatility is %10 pa and the time to maturity is 0.25 years

a) Calculate the delta-estimated change in the value of your portfolio if #S = -$2 where # is the instantaneous change in S

b) Calculate the delta&gamma-estimated change in the value of your portfolio if #S = -$2 where # is the instantaneous change in S

a) Calculate the vega-estimated change in the value of your portfolio if # = -1% where # is the instantaneous change in

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