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1. Which of the following is NOT an input to compute Implied Volatility? A. Strike Price B. Option Price C. Stock Price D. Stock Return
1. Which of the following is NOT an input to compute Implied Volatility?
A. | Strike Price | |
B. | Option Price | |
C. | Stock Price | |
D. | Stock Return Volatility |
2. Based on the Greek Letters in option pricing and option hedging, Vega measures the sensitivity of option price with respect to?
A. | Stock Price | |
B. | Volatility | |
C. | Interest Rate | |
D. | Time to Maturity |
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