The higher the interest rate on the currency of purchase:
A) the higher the value of a put
B) the lower the value of a call
C) both the higher the value of a put and the lower the value of a call D. none of the given answers
D) Difficulty: Easy
Correct Answer:
Verified
Q30: A long straddle position can be constructed
Q31: A short straddle position can be constructed
Q32: A long strangle is similar to a
Q33: The higher the exercise rate:
A) the lower
Q34: The longer the time to expiry:
A) the
Q36: The higher the exchange rate volatility:
A) both
Q37: A delta of 0.95 implies that the
Q38: A high gamma implies:
A) a stable delta
B)
Q39: A 'knock-out' option is:
A) a 'down and
Q40: An 'Asian' option is:
A) a 'path-dependent' option
B)
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