A portfolio of stock XYZ and options on stock XYZ 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 XYZ and sell stock XYZ
B、Sell call options on stock XYZ and sell stock XYZ
C、Sell put options on stock XYZ and sell stock XYZ
D、Buy put options on stock XYZ and buy stock XYZ
发布时间:2025-08-20 00:17:35