Dynamic hedging requires that:

Question

Options

• Athe price or value sensitivities of the hedge portfolio and the assets are in alignment
• Bthe price or value sensitivities of the hedge portfolio and the liabilities are in alignment
• Cthe price or value sensitivities of the hedge portfolio and the expenses are in alignment
• Dthe price or value sensitivities of the hedge portfolio and the revenues are in alignment

• A
  11% (4)
• B
  71% (27)
• C
  3% (1)
• D
  16% (6)

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