A trader has a portfolio consisting of a long position in 500 put options on a non-dividend paying stock and each put ha

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A trader has a portfolio consisting of a long position in 500 put options on a non-dividend paying stock and each put ha

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A Trader Has A Portfolio Consisting Of A Long Position In 500 Put Options On A Non Dividend Paying Stock And Each Put Ha 1
A Trader Has A Portfolio Consisting Of A Long Position In 500 Put Options On A Non Dividend Paying Stock And Each Put Ha 1 (50.17 KiB) Viewed 33 times
A trader has a portfolio consisting of a long position in 500 put options on a non-dividend paying stock and each put has a delta of -0.8. A) What is the delta of the trader's portfolio? Delta of the portfolio is: ; Enter "positive" or "negative": B) What position in the underlying stock will make the portfolio delta-neutral (indicate long or short)? For delta-neutrality use (enter number of shares): ; Specify either "long" or "short": C) What would be the delta of a call option on the same stock with the same maturity and strike price as the put? Delta of the call option is: ; Enter "positive" or "negative":
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