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Curtin University - FINANCE INVE3000 An investor has a portfolio consisting of one European vanilla option only

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Curtin University - FINANCE INVE3000

An investor has a portfolio consisting of one European vanilla option only. The portfolio has a negative delta and a negative gamma. What is the option position in the portfolio?

1. 1. Long Call option
   2. Long Put option
   3. Short Call option
   4. Short Put option
   5. It is impossible to have negative delta and negative gamma from  a single European vanilla option.