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Which of the following statements about the options Greeks are correct? I) Theta measures the change of option price with regard to the time to
Which of the following statements about the options Greeks are correct?
I) Theta measures the change of option price with regard to the time to maturity
II) Rho measures the change of option price with regard to the dividend yield
III) Option Greeks can be used to assess risk exposure
IV) Portfolio Greeks are the weight average of Greeks of portfolio components
Group of answer choices
I, III and IV only
II, III and IV only
I, II and IV only
All of above
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