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Basic Question 9 of 32
Based on put-call parity, the ______ of a call is always equal to that of a similar put.
B. vega
C. rho
A. theta
B. vega
C. rho
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I used your notes and passed ... highly recommended!
Lauren
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.