33. In the BSOPM for put contracts, which of the following statements is false? a. The put option delta is a negative value b. The put Rho is always positive a fact that indicates a direct movement in put price with interest rate changes c. The put Theta can be either positive or negative for a European style put d. The put Gamma approaches zero for an ATM put. e. none of the above Chapter S: Implied Volatility BM Call Volatility Event Surface 34. The chart shown above is commonly used to examine: a. The market's implicit expectation for stock return volatility b. Underlying stock price over different strike prices c. How stock price and the option price vary over time d. All of the above (a, b and c) e. None of the above Chapter 6 Related: Basic Option Pricing I1 N, (ST -S) where Ns s0 35. Reference is made to the equation above. What does this equation represent? a. Definition of a basic long call option position. b. Definition of a basic short call option position. c. Profit equation for a basic long call option position. d. Profit equation for a short stock position. e. Profit equation for a long stock position