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  3. Study Set
    Derivatives and Risk Management Study Set 2
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    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    Vega Captures the Combined Effects of Time Decay and Volatility
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Vega Captures the Combined Effects of Time Decay and Volatility

Question 1

Question 1

True/False

Vega captures the combined effects of time decay and volatility.

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