Delta-neutral portfolio

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Reference no: EM133003433

Which of the following could be a delta-neutral portfolio?

  • A long position in call options plus a short position in the underlying stock.
  • A short position in call options plus a long position in the underlying stock.
  • A long position in put options plus and a long position in the underlying stock.
  • A short position in put options plus a long position in the underlying stock.

Reference no: EM133003433

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