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26) Volatility risk is A) the risk incurred from unpredictable changes in volatility. B) the percentage change in the stock call-option price divided by the

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26) Volatility risk is A) the risk incurred from unpredictable changes in volatility. B) the percentage change in the stock call-option price divided by the percentage change in the stock price. C) the volatility level for the stock that the option price implies. D) the sensitivity of the delta to the stock price

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