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　　7.      EXAMPLE 30.6: RISKS IN CONVERTIBLE ARBITRAGE
　　Identify the risk in a convertible arbitrage strategy that takes long positions in convertible bonds hedged with short positions in Treasuries and the underlying stock.
　　A.     Short implied volatility
　　B.     Long duration
　　C.     Long stock delta
　　D.     Positive gamma
　　Answer: D