Which of the Following Is True

question 6

Multiple Choice

Which of the following is true?

• A) The delta of a European put equals minus the delta of a European call
• B) The delta of a European put equals the delta of a European call
• C) The gamma of a European put equals minus the gamma of a European call
• D) The gamma of a European put equals the gamma of a European call

---

Definitions:

Antarctic Springtime

Antarctic springtime refers to the season in Antarctica, occurring from September to November, when ice starts to melt, and unique flora and fauna begin to thrive.

Ozone Loss

Ozone loss refers to the depletion of the ozone layer in the Earth's stratosphere, primarily caused by chemicals such as chlorofluorocarbons (CFCs), resulting in increased ultraviolet radiation reaching the Earth's surface.

Earth Summit

A conference that brings together leaders from around the world to discuss sustainable development and environmental protection.

Greenhouse Gas Emissions

The release of gases into the Earth's atmosphere, which trap heat and contribute to global warming and climate change.