What is true about the delta of a futures contract a Delta is a linear function of the underlying price b Delta does not change with the underlying price c If the underlying price changes by 1 , the payoff of the futures contract will change by $ d Delta is zero when F S

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What is true about the delta of a futures contract? a. Delta is a linear function of the underlying price b. Delta does not change

What is true about the delta of a futures contract?

	a.	Delta is a linear function of the underlying price
	b.	Delta does not change with the underlying price
	c.	If the underlying price changes by 1%, the payoff of the futures contract will change by $
	d.	Delta is zero when F = S

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