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    Exam 16: Off-Balance-Sheet Risk
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    If an Option's Price Increases 1
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If an Option's Price Increases 1

Question 95

Question 95

Multiple Choice

If an option's price increases 1.4 percent for every 2 percent change in the price of the underlying security,what is the value of the option's delta?


A) 0.60.
B) 1.40.
C) 0.70.
D) 2.00.

Correct Answer:

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