Which of the Following Is True When Delta,but Not Gamma,is

question 10

Multiple Choice

Which of the following is true when delta,but not gamma,is used in calculating VaR for option positions?

• A) VaR for a long call is too low and VaR for a long put is too low
• B) VaR for a long call is too low and VaR for a long put is too high
• C) VaR for a long call is too high and VaR for a long put is too low
• D) VaR for a long call is too high and VaR for a long put is too high

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Definitions:

Operating Systems

Software that manages computer hardware, software resources, and provides common services for computer programs, allowing for user interaction with the hardware in a coherent manner.

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A category of Bluetooth technology capable of transmitting data up to 10 meters in an open space, commonly found in mobile devices for communication with accessories like headsets and speakers.

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NAT

Network Address Translation, a method used in networking to remap one IP address space into another by modifying network address information.