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
Correct Answer:
Verified
Correct Answer:
Verified
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