CFA Practice Question

There are 227 practice questions for this study session.

CFA Practice Question

When an option is near-the-money, ______

I. vega is larger than the vega when the option is deep-in-the-money.
II. vega is larger than the vega when the option is deep-out-of-the-money.
Correct Answer: I and II

User Contributed Comments 5

User Comment
danlan2 Vega is larger when an option is near the money.
mchu Vega is the greatest for an option near-the-money.
tabulator Vega is the bloody HUGEST for an option near-the-money!(in case you didn't get it)
fubar thats pretty huge
birdperson !BLOODY HUGEST!
You need to log in first to add your comment.