The percentage change in the stock call option price divided by the percentage change in the stock price is called
A) the elasticity of the option.
B) the delta of the option.
C) the theta of the option.
D) the gamma of the option.
E) none of the above.
Correct Answer:
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Q21: A hedge ratio for a call option
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A)the volatility level for the
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Q28: Which of the inputs in the Black-Scholes
Q29: The elasticity of a stock put option
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