- 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
Delta measures the sensitivity of the ______.
B. underlying's price to changing option prices.
C. option's price to changing interest rates.
A. option's price to changing underlying prices.
B. underlying's price to changing option prices.
C. option's price to changing interest rates.
Correct Answer: A
User Contributed Comments 0
You need to log in first to add your comment.