In a Delta-Hedged Call Option Position Over a Discrete Time $\Delta$

question 9

Multiple Choice

In a delta-hedged call option position over a discrete time interval [t,t + $\Delta$ t]:

• A) volatility risk is eliminated
• B) small price movement risk is eliminated
• C) large price movement risk is eliminated
• D) interest rate risk is eliminated
• E) both small and large price movement risks are eliminated

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