tiff5385 tiff5385

01-05-2024
Business

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A trader holds a portoflio with a delta of 1000 and a gamma of -5000. which of the following may be true?
a) portfolio is long put optiosn, long underlying stock
b) portfolio is short call options,long underlying stock
c) portfolio is short call option only, no stock holding
d) none of the above

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