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Which of the Greeks is greater than 1 in absolute value? a. Trading shares of the underlying stock will not affect either the gamma or

Which of the Greeks is greater than 1 in absolute value?

a.
Trading shares of the underlying stock will not affect either the gamma or the vega of a portfolio.

b.
In a volatility smile, all options have the same strike price, but they expire on different dates.

c.
Both of the above

d.
None of the above

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	a.	Trading shares of the underlying stock will not affect either the gamma or the vega of a portfolio.
	b.	In a volatility smile, all options have the same strike price, but they expire on different dates.
	c.	Both of the above
	d.	None of the above