A portfolio of stock A and options on stock A is currently delta neutral, but has a positive gamma. Which of the following actions will make the portfolio with both delta and gamma neutral?( )
A、Buy call options on stock A and sell stock A
B、Sell call options on stock A and sell stock A
C、Buy put options on stock A and buy stock A
D、Sell put options on stock A and sell stock A
发布时间:2025-03-07 02:41:25