The Sensitivity of an Option's Value to a Change in the Risk-Free

question 67

Multiple Choice

The sensitivity of an option's value to a change in the risk-free rate is measured by which one of the following?

• A)theta.
• B)vega.
• C)rho.
• D)delta.
• E)gamma.

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A document prepared by states in which the emissions to the air from individual sources are limited legally so that the area will meet the national ambient air quality standards.

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A comprehensive federal law in the United States that regulates air emissions from stationary and mobile sources to control air pollution.

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