Exam (elaborations)
FIN 494 Exam Prepared 7_2020 | FIN494 Exam Prepared 7_Graded A
- Course
- Finance (FIN494)
- Institution
- University Of Illinois - Chicago
FIN 494 Exam Prepared 7_Graded A Question 1 1. Which Greek shows the sensitivity of option price to the volatility of the underlying stock? a. Delta b. Gamma c. Vega d. Theta 10 points Question 2 1. If the implied volatility of an option is lower than your expectation of future stock volat...
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