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 $0.52$