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      Question

      Which of the following measures reflects the ratio of

      change in the price of call option to the change in the price of the underlying stock?
      A Theta Correct Answer Incorrect Answer
      B Delta Correct Answer Incorrect Answer
      C Gamma Correct Answer Incorrect Answer
      D Vega Correct Answer Incorrect Answer
      E Rho Correct Answer Incorrect Answer

      Solution

      Stock options are affected by Greeks like delta, theta, gamma. The delta of an option is the ratio of change in the price of call option to the change in the price of the underlying stock

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