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Which of the following is true about delta hedging? a. The option's delta measures the sensitivity of its price to time b. Delta hedging perfectly
Which of the following is true about delta hedging? a. The option's delta measures the sensitivity of its price to time b. Delta hedging perfectly insulates the option position against stock price movements c. Delta is calculated based on the initial stock price and delta hedges do not need to be adjusted over time d. The stock's delta changes over time e. Two of the above options are correct f. Three of the above options are correct g. All of the above options are correct h. None of the above options are correct
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