Delta is defined as
A) the change in the value of an option for a dollar change in the price of the underlying asset.
B) the change in the value of the underlying asset for a dollar change in the call price.
C) the percentage change in the value of an option for a one percent change in the value of the underlying asset.
D) the change in the volatility of the underlying stock price.
E) none of these.
Correct Answer:
Verified
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