Error in the test?

Quant Trading Strategies & Ideas
1

Course Name: Quantitative Trading Strategies and Models, Section No: 6, Unit No: 17, Unit type: Assessment

Hello, for this test the question number 5 says:

https://i.imgur.com/8JmeZbQ.png

However in Section 6 - 11 at the end of the video it says "a portfolio with neutral delta and positive gamma would attract negative theta". Can you please check this and also check the question 4 as the answer should be "Negative Gamma Exposure".

2

Proof why question 5 is wrong:

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Proof why question 4 is also wrong:

4

Hello Daniel, 



We have fixed the issue now. Thanks.