Business, 20.08.2020 16:01 maddyclark19

g Vega is defined as Group of answer choices the sensitivity of an option's price to changes in volatility. the change in the value of the underlying asset for a dollar change in the call price. the percentage change in the value of an option for a 1% change in the value of the underlying asset. the change in the volatility of the underlying stock price. the change in the value of an option for a dollar change in the price of the underlying asset.

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