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

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Definitions:

Axillary

Pertaining to the underarm or armpit area, especially with reference to lymph nodes or sweat glands located in this region.

Inguinal

Refers to the region of the lower abdomen, particularly the area where the abdomen meets the top thigh on each side.

Supratrochlear

Pertaining to an area above the trochlea, often referencing nerves or vessels in the region near the eyebrow.

Cisterna Chyli

A large lymphatic sac that serves as a storage area for lymph before it enters the bloodstream via the thoracic duct.