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Basic Question 2 of 11
The sensitivity of the derivative price to a small change in the value of the underlying asset is called the ______.
B. gamma
C. vega
A. delta
B. gamma
C. vega
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I used your notes and passed ... highly recommended!
Lauren
Learning Outcome Statements
describe methods for measuring and modifying risk exposures and factors to consider in choosing among the methods
CFA® 2026 Level I Curriculum, Volume 6, Module 6.