b. An investor has a $2M portfolio of RUT (Russell 2000 Index). The RUT price is $1,765.74. The 7/6/22 (12 day) strike p
Posted: Fri Jul 01, 2022 7:42 am
b. An investor has a $2M portfolio of RUT (Russell 2000 Index).The RUT price is $1,765.74. The 7/6/22 (12 day) strike put delta is0.759. Based on this information, USING CALLS, calculate the numberof required options to be delta neutral.