Which of the following "Greeks" is not a measure of the option's sensitivity to a change in one of its input values?
a. delta
b. gamma
c. rho
d. theta
e. sigma
Answer: C
Which of the following "Greeks" is not a measure of the option's sensitivity to a change in one of its input values?
a. delta
b. gamma
c. rho
d. theta
e. sigma
Answer: C
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