Consider again the situation in 19.24. Suppose that a second traded option with a delta
Chapter 19, Problem 19.25(choose chapter or problem)
Consider again the situation in 19.24. Suppose that a second traded option with a delta of 0.1, a gamma of 0.5, and a vega of 0.6 is available. How could the portfolio be made delta, gamma, and vega neutral?
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