Business
Business, 20.08.2021 04:20, joooosshhhh

What is the delta of the whole portfolio, given that a financial institution has the following three positions in options on a stock: 1. A long position in 200,000 call options with a strike price of $50 and an expiration date in three months. The delta of each option is 0.35
2. A short position in 300,000 call options with strike price of $55 and an expiration date in five months. The delta of each option is 0.72.
3. A short position in 50,000 put options with strike price of $42 and an expiration date in two months. The delta of each option is 0.84.

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What is the delta of the whole portfolio, given that a financial institution has the following three...

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