CFA Practice Question

There are 252 practice questions for this study session.

CFA Practice Question

If a put option is out of money, the one-sided up duration (if interest rate rises) is MOST LIKELY ______ the one-sided down duration.

A. higher than
B. lower than
C. equal to
Correct Answer: C

Because the option is out of money, the price sensitivity is likely symmetrical.

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