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Basic Question 0 of 6
A gamma-neutral portfolio ______.
B. implies the gamma is zero
C. implies the delta is also zero
A. is impossible
B. implies the gamma is zero
C. implies the delta is also zero
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I used your notes and passed ... highly recommended!
Lauren
Learning Outcome Statements
interpret each of the option Greeks;
describe how a delta hedge is executed;
describe the role of gamma risk in options trading;
define implied volatility and explain how it is used in options trading.
CFA® 2025 Level II Curriculum, Volume 5, Module 32.