Wrigs41641 Wrigs41641

15-04-2024
Mathematics

contestada

If you are long an at the money calendar spread your position would be measured at which of the following greeks?
a. Long vega, short γ, positive θ M
b. Short vega, short γ, positive θ M
c. Long vega, long γ, positive θ M
d. Long vega, short γ, negative θ

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