Which of the Following Could NOT Be a Delta-Neutral Portfolio

question 1

Multiple Choice

Which of the following could NOT be a delta-neutral portfolio?

• A) A long position in call options plus a short position in the underlying stock
• B) A short position in call options plus a short position in the underlying stock
• C) A long position in put options and a long position in the underlying stock
• D) A long position in a put option and a long position in a call option

---

Definitions:

Nobel Prizes

Prestigious awards annually given in several categories such as Physics, Chemistry, Medicine, Literature, Peace, and Economic Sciences for significant contributions.

Labor Force

The total number of people employed or actively seeking employment in a given economic region.

Productivity

A measure of the efficiency of production, usually quantified as the ratio of output to inputs in the production process.

Japanese Workers

Employees who are part of Japan's workforce, known for strong work ethics and contributing to Japan's economic development.