You Are Long a Portfolio of Vanilla Call Options

question 13

Multiple Choice

You are long a portfolio of vanilla call options.Which of the following will help you hedge away your convexity (gamma) ?

• A)Buying a portfolio of in-the-money vanilla put options.
• B)Buying a portfolio of out-of-the money vanilla put options.
• C)Buying a portfolio of in-the-money cash-or-nothing put options.
• D)Buying a portfolio of out-of-the money cash-or-nothing put options.

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Definitions:

Perioperative Nursing Data Set (PNDS)

A standardized set of terminologies that provides a framework to guide the practice of perioperative nursing.

Standardized Vocabulary

A consistent set of terms and definitions used in a specific field to ensure clear communication and understanding.

ANA

Anti-nuclear antibodies, which are autoantibodies that bind to certain structures within the nucleus of the cell, often tested for in autoimmune disorders.

Acuity

The level of severity or intensity of an illness or the sharpness of sensory perception, often determining the degree of care required.