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The Delta of an Option Refers to the Change in the Value

Question 15

Multiple Choice

The delta of an option refers to the change in the value of an:


A) option for a large unit change in the price of the underlying security
B) option for a small unit change in the price of the underlying security
C) underlying security for a small unit change in the price of the option
D) underlying security for a large unit change in the price of the option

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