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    Derivatives and Risk Management Study Set 2
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    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    The Option's Delta Is Approximately the Change in the Option
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The Option's Delta Is Approximately the Change in the Option

Question 54

Question 54

True/False

The option's delta is approximately the change in the option price for a change in the stock price.

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