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Hello, i have the following question: how would you hedge an option book consisting out of a long exposure of 1 mill USD in at the money calls and a short exposure of 2 mill USD in deep out of the money puts ? Many thanks for any discussion!

Hello everyone, I think this is the right place to ask, my group has the following problem and we really have time pressure. Task: 1) Choose an underlying commodity. Gather monthly data for 1 year. Compute the convenience yields over the year. We decided for Brent Cruide Oil - we downloaded...