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The CBOE Volatility Index (VIX)

Question 82

Multiple Choice

The CBOE volatility index (VIX) :


A) represents the implied volatility derived from options on the Wilshire 5000 index.
B) represents the implied volatility derived from options on the S&P 500 index.
C) is referred to as the "fear index" because low values are perceived to reflect a high degree of likelihood that stock prices will decline.
D) B and C

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