Question: The Lambda of an option is defined as: A . expected change in the option premium for a small change in time to expiration. B

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

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