Delta Is Defined as

question 37

Multiple Choice

Delta is defined as

• A)the change in the value of an option for a dollar change in the price of the underlying asset.
• B)the change in the value of the underlying asset for a dollar change in the call price.
• C)the percentage change in the value of an option for a 1% change in the value of the underlying asset.
• D)the change in the volatility of the underlying stock price.
• E)None of the options

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