leeshawilliams38 leeshawilliams38

24-05-2023
Business

contestada

The gamma and vega of a delta-neutral portfolio are 60 and 31, respectively, where vega is per %. Estimate what happens to the value of the portfolio when there is a shock to the market causing the underlying asset price to decrease by $5 and its volatility to increase by 6%.

Respuesta :

Otras preguntas

Use the following values to answer the question: What is the total inward pressure only? (Do not calculate net pressure). Blood hydrostatic pressure (BHP) = 30

The circle in the center of a professional basketball court has a diameter of 12 feet. What is the circumference, in feet, of the circle? O 1447 feet O 67 feet

how heritage day are being commemorated

when is the fregar deal

Write a polynomial function $f$ of least degree that has rational coefficients, a leading coefficient of 1, and the given zeros. Write the function in standard

(cos18*cos12-cos72*cos78)/(sin62*sin73-sin28*sin17)

“art cannot be in a “

Sonnet 81 poem meaning

Can two different pairs of numbers have the same lcm? Explain

area of square with side length of 6x-5