- CFA Exams
- CFA Level I Exam
- Study Session 14. Derivatives
- Reading 38. Valuation of Contingent Claims
- Subject 6. Option Greeks and Implied Volatility
CFA Practice Question
Which measure is always non-negative?
A. DELTAp
B. RHOp
C. VEGAp
Explanation: The other two are always non-positive.
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