- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 34. Valuation of Contingent Claims
- Subject 6. Option Greeks and Implied Volatility

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**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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