Match the Greek listed below with the most accurate description of the risk to which it is

related.

Delta a$.$

Vega b$.$

Theta c$.$

Gamma d$.$

Rho

e$.$

a$.$ The change in an option's delta with respect to a change in the underlying price

b$.$ The change in an option's price in relation to a change in skew

c$.$ The change in an option's price in relation to a change in the underlying price

d$.$ The change in an option's price relative to a change in interest rates

e$.$ The change in an option's price in relation to a change in the exercise price

f$.$ The change in an option's price relative to a change in volatility

g$.$ The change in an option's price relative to a change in days to expiration

$h.$ The change in an option's gamma relative to a change in the underlying price