S&P 500 index is -2,000. The S&P 500 index is currently 1,000.

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The delta of a derivatives portfolio dependent on the S&P 500 index is -2,000. The S&P 500 index is currently 1,000. Estimate what happens to the value of the portfolio when the index increases to 1,006.

    • 10 years ago
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    S&P 500 index is -2,000. The S&P 500 index is currently 1,000.
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