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    Exam 16: Off-Balance-Sheet Risk
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    Which of the Following Is True About the Value of the Delta
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Which of the Following Is True About the Value of the Delta

Question 79

Question 79

Multiple Choice

Which of the following is true about the value of the delta of an option?


A) It lies between 0 and 0.5.
B) It is always negative.
C) It lies between 0 and 1.
D) It is greater than 1.

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