Which of the following is a synthetic short put? A. Short stock, short put B. Long stock,
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Question:
Which of the following is a synthetic short put?
A. Short stock, short put
B. Long stock, short call
C. Short stock, long put
D. Long stock, long put
E. Short stock, long call
Which of the following measures the rate of decline in value of an option due to time decay?
A. Delta
B. Gamma
C. Theta
D. Vega
Related Book For
Auditing and Assurance Services
ISBN: 978-0077862343
6th edition
Authors: Timothy Louwers, Robert Ramsay, David Sinason, Jerry Straws
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