Multiple Choice
The delta of an option is
A) a measure of the option's price volatility.
B) calculated by dividing the price of the underlying security by the change in the option's price.
C) equal to the option premium.
D) calculated by multiplying the change in the price of the underlying security by the change in the option's price.
E) usually negative.
Correct Answer:
Verified
Correct Answer:
Verified
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