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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

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