- 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
Based on put-call parity, the ______ of a call is always equal to that of a similar put.
B. vega
C. rho
A. theta
B. vega
C. rho
Correct Answer: B
VEGAc and VEGAp are identical and always positive.
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