Multiple Choice
Which of the following statements is valid for European options?
A) The gamma of a call is positive and that of a put is negative.
B) The gamma of a call is negative and that of a put is negative.
C) The gamma of a call is negative and that of a put is positive.
D) The gamma of a call is positive and that of a put is positive.
Correct Answer:
Verified
Correct Answer:
Verified
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