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Basic Question 2 of 11
The sensitivity of the derivative price to a small change in the value of the underlying asset is called the ______.
B. gamma
C. vega
A. delta
B. gamma
C. vega
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I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz
Learning Outcome Statements
describe methods for measuring and modifying risk exposures and factors to consider in choosing among the methods
CFA® 2025 Level I Curriculum, Volume 6, Module 6.