SOFE
AFE · Question #55
Which of the following is NOT of equity market sensitivities that are usually considered in dynamic hedging?
The correct answer is D. alpha. See the full explanation below for the reasoning.
Question
Which of the following is NOT of equity market sensitivities that are usually considered in dynamic hedging?
Options
- ADelta
- BVega
- Ctheta
- Dalpha
How the community answered
(16 responses)- A6% (1)
- B13% (2)
- C6% (1)
- D75% (12)
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