Which of the Following Is NOT True

question 18

Multiple Choice

Which of the following is NOT true?

• A) A volatility surface provides more information than a single volatility smile
• B) A volatility surface is used to determine the implied volatility of an option that does not trade actively
• C) A volatility surface can be determined from a single volatility smile using interpolation
• D) A volatility surface incorporates information about options with different maturity dates

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