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For a portfolio containing FX options, would the sum of P&L for each option be the portfolio value?

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  • $\begingroup$ Why wouldn't it be? Do you have an example? $\endgroup$ – SRKX Mar 18 '15 at 1:50
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Yes, and as the FX market is suposed to never close, it can fluctuate 24/7, which makes it dangerous if you are not really aware of your exposure.

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