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8. Which of the following best describes Gamma a. Change in Call Px in response to a $1 change in Stock Px b. Change in
8. Which of the following best describes Gamma a. Change in Call Px in response to a $1 change in Stock Px b. Change in Call Px in response to a 1% change in Stock volatility c. Change in Delta in response to a 1 day change in expiration d. Change in Delta in response to a 1% change in interest rates e. None of the above
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