Business, 08.04.2020 04:33 akdubgirlp7pe1v

The Theta of an option is defined as: A. expected change in the option premium for a small change in volatility. B. expected change in the option premium for a small change in the spot rate. C. expected change in the option premium for a small change in time to expiration. D. expected change in the option premium for a small change in the domestic interest rate.

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The Theta of an option is defined as: A. expected change in the option premium for a small change in...

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