Question
Long dated options, options with expiration greater than 2 years, are most sensitive to ____________, defined by the Greek ___________ Group of answer choices changes
Long dated options, options with expiration greater than 2 years, are most sensitive to ____________, defined by the Greek ___________
Group of answer choices
changes in the underlying price, delta
changes in volatility, vega
changes in interest rates, rho
None of the above
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Corporate Treasury And Cash Management
Authors: Robert Cooper
1st Edition
1349512699, 9781349512690
