Question: Q 2 0 ( 4 pts ) If a trader believes implied volatility will rise sharply, which strategy benefits most due to a high vega?

Q20(4 pts) If a trader believes implied volatility will rise sharply, which strategy benefits most due to a high vega?
A. Selling deep in-the-money calls
B. Buying long-dated at-the-money option
C. Writing short-dated put
D. Constructing a delta-neutral hedge
E. Selling straddles
Q 2 0 ( 4 pts ) If a trader believes implied

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