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Basic Question 0 of 6
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 am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes
Learning Outcome Statements
describe methods for measuring and modifying risk exposures and factors to consider in choosing among the methods
CFA® 2024 Level I Curriculum, Volume 6, Module 6.