- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 32. Valuation of Contingent Claims
- Subject 6. Option Greeks and Implied Volatility
CFA Practice Question
A gamma-neutral portfolio ______.
B. implies the gamma is zero
C. implies the delta is also zero
A. is impossible
B. implies the gamma is zero
C. implies the delta is also zero
Correct Answer: B
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