Question: Volatility risk is Option A the risk incurred from unpredictable changes in volatility. Option B the percentage change in the stock call-option price divided by

Volatility risk is Option A the risk incurred from unpredictable changes in volatility. Option B the percentage change in the stock call-option price divided by the percentage change in the stock price. Option C the volatility level for the stock that the option price implies. Option D the sensitivity of the delta to the stock price

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