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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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