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What is the delta of the portfolio

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Question: The DELTA of Call A and Put A are 0.2735 and -0.7265 respectively. Assume that you create a portfolio that is short one call and long one put. What is the DELTA of this portfolio? The response must be typed, double spaced, times new roman, font size 12 and must follow APA format.

Reference no: EM132756139

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