- 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
You can adjust the ______ of a portfolio with stock trades.
II. gamma
III. theta
I. delta
II. gamma
III. theta
Correct Answer: I only
Like gamma, theta cannot be adjusted with stock trades.
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