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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 ______.

A. delta
B. gamma
C. vega

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I used your notes and passed ... highly recommended!
Lauren

Lauren

Learning Outcome Statements

describe methods for measuring and modifying risk exposures and factors to consider in choosing among the methods

CFA® 2025 Level I Curriculum, Volume 6, Module 6.