A stock is trading at $20.A one-month put with a strike of 19 is valued at $0.360 and has a rho of .A decrease of 10 basis points in the interest rate changes the put value by
A)
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B)
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C)
D)
)
Correct Answer:
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Q17: Which of the following statements is false?
A)The
Q18: You hold a portfolio of a long
Q19: The delta of an option measures,approximately,
A)The dollar
Q20: The current stock price is $50,and
Q21: Which of the following is NOT valid
Q23: Which of the following statements is true?
Q24: The vega of a _ is highest
Q25: The gamma of a put is typically
Q26: For options that are at-the-money,which of the
Q27: A stock is trading at $132.A
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