- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 34. Valuation of Contingent Claims
- Subject 6. Option Greeks and Implied Volatility
CFA Practice Question
Delta changes if ______ changes.
II. time to maturity
I. stock price
II. time to maturity
Correct Answer: I and II
User Contributed Comments 0
You need to log in first to add your comment.