Academic Integrity: tutoring, explanations, and feedback — we don’t complete graded work or submit on a student’s behalf.

(b) A financial institution has the following portfolio of over-the-counter opti

ID: 2785714 • Letter: #

Question

(b) A financial institution has the following portfolio of over-the-counter options on sterling: Type Position Delta of Option Gamma of Option Vega of Option Call -1,000 0.5 2.2 1.8 Call -500 0.8 0.6 0.2 Put -2,000 -0.4 1.3 0.7 Call -500 0.7 1.8 1.4 A traded option is available with a delta of 0.6, a gamma of 1.5, and a vega of 0.8.

(i) What position in the traded option and in sterling would make the portfolio both gamma neutral and delta neutral?

(ii) What position in the traded option and in sterling would make the portfolio both vega neutral and delta neutral?

Explanation / Answer

Delta of the portfolio = -1,000 * 0.5 - 500 * 0.8 + 2,000 * 0.4 - 500 * 0.7

Delta of the portfolio = - 500 - 400 + 800 - 350

Delta of the portfolio = -450

Gamma of the portfolio = -1,000 * 2.2 - 500 * 0.6 - 2,000 * 1.3 - 500 * 1.8

Gamma of the portfolio = - 2,200 - 300 - 2,600 - 900

Gamma of the portfolio = -6,000

Vega of the portfolio = -1,000 * 1.8 - 500 * 0.2 - 2,000 * 0.7 - 500 * 1.4

Vega of the portfolio = - 1,800 - 100 - 1,400 - 700

Vega of the portfolio = -4,000

A long position in 4,000 traded options will give a gamma neutral portfolio since the long position has gamma of = 4,000 * 1.5 = 6,000

The delta of whole portfolio is = 4000 * 0.6 - 450 = 1,950

In addition to 4,000 traded options, a short position in 1,950 in sterrling is neccesary to make it both gamma and delta neutral

Part B

A long position in 5,000 traded options will give a vega neutral portfolio since the long position has vega of

= 5,000 * 0.8 = 4,000

The delta of whole portfolio is = 5000 * 0.6 - 450 = 2,550

In addition to 4,000 traded options, a short position in 2,550 in sterrling is neccesary to make it both vega and delta neutral

Type Position Delta of Option Gamma of Option Vega of Option Call -1,000 0.5 2.2 1.8 Call -500 0.8 0.6 0.2 Put -2,000 -0.4 1.3 0.7 Call -500 0.7 1.8 1.4