23-79 for Put Options,the Delta Has a Negative Sign

question 4

Multiple Choice

23-79 For put options,the delta has a negative sign

• A)since the value of the put option falls when bond prices rise.
• B)since the value of the put option rises when bond prices rise.
• C)since the value of the put option falls when bond prices fall.
• D)since the change in interest rates is equal to the change in the interest rate on the bond underlying the option contract.
• E)to adjust for basis risk.

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Definitions:

Protein-Energy Malnutrition

A condition resulting from inadequate intake of protein and calories, leading to body tissue wasting and an increased susceptibility to infection.

Neuron's Cell Body

The section of a neuron that houses the nucleus and plays a critical role in sustaining the cell's life.

Dendrites

Branch-like extensions of neurons that receive signals from other nerve cells and transmit them toward the cell body.

Neuron's Cell Body

The part of a neuron that contains the nucleus and is responsible for maintaining the life of the cell.