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a. theta. D. vega. 12. The sensitivity of an option's value to a change in the standard deviation of the return o underlying asset is

a. theta. D. vega. 12. The sensitivity of an option's value to a change in the standard deviation of the return o underlying asset is measured by the option: a. theta. b. vega. d. delta. e. gamma C. I a.chould the nrice of a stock you own

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