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15. Which of the following options (on the same expiry) has the largest vega when the stock is trading at $100? a. Put of the
15. Which of the following options (on the same expiry) has the largest vega when the stock is trading at $100?
a. Put of the 120 strike
b. Call of the 120 strike
c. Put on the 100 strike
d. Call on the 80 strike
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International Financial Management
Authors: Jeff Madura
3rd Edition
0314862722, 978-0314862723
