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    Exam 16: Off-Balance-Sheet Risk
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    Which of the Following Is True of the Delta of an Option
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Which of the Following Is True of the Delta of an Option

Question 18

Question 18

Multiple Choice

Which of the following is true 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.
E) It is always equal to 1.

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