SECTION 3.3.1. LO.I. SECTION 3.3.1. LO.I.

8. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R49 MEASURING MANAGING MARKET RISK Q BANK
CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R49 MEASURING MANAGING MARKET RISK Q BANK

8. Which option sensitivity measure does Kyle describe least accurately?

A. Delta.

B. Gamma.

C. Vega.