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Basic Question 0 of 26
A put option on futures, based on the Black model, is a ______ component minus a ______ component.
B. bond; futures
C. futures; stock
A. stock; bond
B. bond; futures
C. futures; stock
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You have a wonderful website and definitely should take some credit for your members' outstanding grades.
Colin Sampaleanu
Learning Outcome Statements
interpret each of the option Greeks;
describe how a delta hedge is executed;
describe the role of gamma risk in options trading;
define implied volatility and explain how it is used in options trading.
CFA® 2025 Level II Curriculum, Volume 5, Module 32.