1answer.
Ask question
Login Signup
Ask question
All categories
  • English
  • Mathematics
  • Social Studies
  • Business
  • History
  • Health
  • Geography
  • Biology
  • Physics
  • Chemistry
  • Computers and Technology
  • Arts
  • World Languages
  • Spanish
  • French
  • German
  • Advanced Placement (AP)
  • SAT
  • Medicine
  • Law
  • Engineering
Elina [12.6K]
2 years ago
8

To create a delta-neutral portfolio, an investor who has written 15,000 call options (that are currently exactly at-the-money) w

ill have to:________
Social Studies
1 answer:
Neko [114]2 years ago
7 0

To create a delta-neutral portfolio, an investor who has written 15,000 call options (that are currently exactly at-the-money) will have to <u>balance positive and negative deltas.</u>

A portfolio strategy known as "delta neutral" employs numerous holdings with a balance of positive and negative deltas so that the total delta of the assets under consideration is zero.

A delta-neutral portfolio balances out the response to market fluctuations for a specific range, bringing the position's net change to zero. The term "delta" refers to the amount by which the price of the underlying security affects the price of an option.

To learn more about Delta-neutral here

brainly.com/question/16627890

#SPJ4

You might be interested in
Describe one element Brazil culture. explain why that culture is important to the Brazilians
Fantom [35]

Answer:

The culture of Brazil is primarily Western and is derived from Portuguese culture, but presents a very diverse nature showing that an ethnic and cultural mixing occurred in the colonial period involving mostly Indigenous people of the coastal and most accessible riverine areas, Portuguese people and African people.

hope this help!!:)

Explanation:

6 0
3 years ago
Read 2 more answers
PLEASE HELP WILL MARK BRAINLIEST
Yuki888 [10]
The novel focused on human emotions.
8 0
3 years ago
Read 2 more answers
What American frigate destroyed the British vessels the Guerrière and the Java?
Nastasia [14]

Answer:

Explanation:

USS Constitution

USS Constitution vs HMS Guerrier was an action between the two ships during the War of 1812, approximately 400 miles southeast of Halifax, Nova Scotia. It took place shortly after war had broken out.

7 0
3 years ago
What role did Henry Clay play in creating the Missouri compromise
marysya [2.9K]
Henry Clay was called ‘the Great Compromiser’ because he played a major role in formulating the three landmark sectional compromises of his day: the Missouri Compromise of 1820.

hopes its help you
5 0
3 years ago
Read 2 more answers
In a shipment of 400 parts 14 are found to be defective how many defective parts should be expected in shipment of 1000
Sphinxa [80]

Answer:

35

Step-by-step explanation:

if there are 14 defective parts found in 400, in 800, it will be 28 and half of 400 is 200 and half of 14 is 7. so that will be

14+14+7=35

3 0
4 years ago
Other questions:
  • When tommy's mother hides his favorite toy under a blanket, he acts as though it no longer exists and makes no attempt to retrie
    10·1 answer
  • Which document was mentioned in abraham lincoln's gettysburg address?
    15·1 answer
  • Microorganism and humus have little impact on soil health
    10·2 answers
  • Gretta has never tried Pert shampoo but she doubts that a shampoo can be as effective as a two-in-one shampoo and conditioner th
    7·1 answer
  • What kind of information did Sputnik I and Sputnik II provide?
    14·1 answer
  • Every society depends on a productive _____ to provide goods and services.
    15·2 answers
  • What is the proper in-text citation for the following book?
    8·1 answer
  • Sumulat ng sariling pananaw o saloobin tungkol sa nararanasan ngayon sa pandemya ​
    15·1 answer
  • Why did the British sell opium to the Chinese?
    14·2 answers
  • Write the ways by which the following diseases are spread? [Air, water and food]
    8·2 answers
Add answer
Login
Not registered? Fast signup
Signup
Login Signup
Ask question!