Multiple Choice
Volatility risk is
A) the volatility level for the stock that the option price implies.
B) the risk incurred from unpredictable changes in volatility.
C) the percentage change in the stock call option price divided by the percentage change in the stock price.
D) the sensitivity of the delta to the stock price.
E) A and C.
Correct Answer:
Verified
Correct Answer:
Verified
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