Which of the following statements about exotic call options is/are correct? (A) The gamma of a European
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Which of the following statements about exotic call options is/are correct?
(A) The gamma of a European cash-or-nothing call option must be positive.
(B) The vega of a European cash-or-nothing call option must be positive.
(C) The delta of a European gap call option must be positive.
(D) If the price of a stock increases, then the price of a CallOnCall (with the underlying call written on the stock) decreases.
(E) If the price of a stock increases, then the price of a CallOnPut (with the underlying put written on the stock) decreases.
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Note that Derivatives A and B form a callput pair with the underlying asset being t...View the full answer
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