- 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
Which measure is always non-positive?
A. THETAc
B. GAMMAp
C. VEGAc
Explanation: Gamma and Vega are always non-negative.
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