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Which One of the Following Statements Is Correct

Question 23

Multiple Choice

Which one of the following statements is correct?


A) Both call and put option deltas are always positive.
B) Put option deltas are always positive.
C) Call option deltas are always positive.
D) Both call and put option deltas are always negative.
E) All deltas can be positive, negative, or equal to zero.

Correct Answer:

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