The gamma and vega of a delta-neutral portfolio are 50 and 25, respectively, where vega...
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The gamma and vega of a deltaneutral portfolio are and respectively, where vega is per Estimate what happens to the value of the portfolio when there is a shock to the market causing the underlying asset price to increase by R and its volatility to decrease by
The gamma and vega of a deltaneutral portfolio are and respectively, where vega is per Estimate what happens to the value of the portfolio when there is a shock to the market causing the underlying asset price to increase by R and its volatility to decrease by
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