SOFE
AFE · Question #54
Quantifies the sensitivity of the option price to changes in interest rates is known as:
The correct answer is C. effective duration measure. See the full explanation below for the reasoning.
Question
Quantifies the sensitivity of the option price to changes in interest rates is known as:
Options
- Acomplexity measure
- Bquantifiable measure
- Ceffective duration measure
- Dchange measure
How the community answered
(48 responses)- A15% (7)
- B4% (2)
- C73% (35)
- D8% (4)
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