CFA Practice Question

There are 227 practice questions for this study session.

CFA Practice Question

If the gamma of a call is 0.2, the gamma of a put with the same exercise price and time to maturity can be calculated as ______.
A. -0.2
B. 0.8
C. 0.2
Explanation: According to put-call parity, the gamma of a call must equal the gamma of a put.

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