Samson, a risk analyst working for a small financial institution, is tasked with assessing and managing market risk associated with a portfolio of options. Senior management has requested the calculation of Greek letters to understand how changes in underlying asset prices, volatility and time to maturity affect the portfolio. Samson decides to focus on delta, gamma, vega, theta and rho to provide a comprehensive analysis. Samson's meticulous calculation of the Greek letters provides valuable insights into how the portfolio's risk exposure evolves with market dynamics, aiding senior management in making informed decisions about risk management and hedging strategies. 7. What is the primary purpose of calculating Greek letters in market risk analysis? A. To estimate the total portfolio value. B. To determine the historical performance of the portfolio. C. To measure the sensitivity of option prices to various risk factors. D. To assess the credit risk of the underlying assets