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Homework answers / question archive / Curtin University - FINANCE INVE3000 The------------of an option is the ratio of the change in the delta of the option to the change in the spot price of the underlying asset

Curtin University - FINANCE INVE3000 The------------of an option is the ratio of the change in the delta of the option to the change in the spot price of the underlying asset

Sociology

Curtin University - FINANCE INVE3000

The------------of an option is the ratio of the change in the delta of the option to the change in the spot price of the underlying asset.

    1. Delta
    2. Gamma
    3. Vega
    4. Theta
    5. None of the above

 

 

 

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Answer:

a ) Delta

Step-by-Step explanation

Delta of an option is the change in the value of an option for a dollar change in the price of the underlying asset. Therefore (a) is the correct option. 

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