You hold a portfolio of European options on a stock that is (i)long 200 at-the-money calls,each with a delta of $0.52$ ,(ii)short 200 at-the-money puts,and (iii)long 100 shares of stock.The aggregate delta of your portfolio is
A)100.
B)108.
C)300.
D)Cannot be calculated from the given information.

Question

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The Answer of You hold a portfolio of European options on a stock that is (i)long 200 at-the-money calls,each with a delta of $0.52$ ,(ii)short 200 at-the-money puts,and (iii)long 100 shares of stock.The aggregate delta of your portfolio is
A)100.
B)108.
C)300.
D)Cannot be calculated from the given information.

You Hold a Portfolio of European Options on a Stock 0.520.520.52

You Hold a Portfolio of European Options on a Stock $0.52$