- CFA Exams
- CFA Exam: Level I 2021
- Study Session 19. Portfolio Management (2)
- Reading 55. An Introduction to Risk Management
- Subject 4. Measuring and Modifying Risks
CFA Practice Question
The sensitivity of the derivative price to a small change in the value of the underlying asset is called the ______.
B. gamma
C. vega
A. delta
B. gamma
C. vega
Correct Answer: A
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