- 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
The decline of option value ______ as time to expiration decreases.
B. remains constant
C. gets slower
A. gets faster
B. remains constant
C. gets slower
Correct Answer: A
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