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The delta of an option is __________. A. the change in the dollar value of an option for a dollar change in the price of

The delta of an option is __________.

A. the change in the dollar value of an option for a dollar change in the price of the underlying asset

B. the change in the dollar value of the underlying asset for a dollar change in the call price

C. the percentage change in the value of an option for a 1% change in the value of the underlying asset

D. the percentage change in the value of the underlying asset for a 1% change in the value of the call

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