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Need a reason and details 6. Which of the following best describes the gamma of an option? a. The sensitivity of option price to a

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6. Which of the following best describes the gamma of an option? a. The sensitivity of option price to a change in the price of the underlying asset b. The second partial derivative of the option value with respect to price of the underlying asset c. The sensitivity of option price to a change in the riskless rate of interest d. The rate of change in option value with respect to the volatility of the underlying asset e. The time decay of the option

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