Suppose that the gamma of a delta-neutral portfolio of options on an asset is +11,000. What would be the impact on the portfolio of a sudden jump of +3 or -3 in the price of the asset (without any...

Extracted text: Suppose that the gamma of a delta-neutral portfolio of options on an asset is +11,000. What would be the impact on the portfolio of a sudden jump of +3 or -3 in the price of the asset (without any time passing). +49,500 and -20,000 +49,500 and +20,000 -49,500 and +49,500 +49,500 and +49,500 -20,000 and +20,000 EO O O O O