第六章Suppose the delta of a call option is 0.7. How can a short position in 1,000 options be made delta neutral?（ ）
答案:Purchase 700 shares.
The graph shows the relationship between one of the Greeks of a long position of an European call option and the stock price. Can you guess which of the following Greeks is for the y-axis?（ ） The gamma of a delta-neutral portfolio is 30. Estimate what happens to the value of the portfolio when the price of the underlying asset suddenly decreases by $2.（ ） A portfolio of stock A and options on stock A is currently delta neutral, but has a positive gamma. Which of the following actions will make the portfolio with both delta and gamma neutral?（ ） Which of the following statements is true regarding options' Greeks?（ ）
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