Free 3I0-012 Exam Braindumps (page: 50)

Page 49 of 186

What is the Overnight Index for GBP?

  1. SONIA
  2. STINA
  3. STONIA
  4. EONIA

Answer(s): A



An option premium is normally a positive function of:

  1. the traded volume
  2. the historical volatility of the price of the underlying commodity
  3. the style (European or American) of the option
  4. the implied volatility of the price of the underlying

Answer(s): D



The gamma of an option is:

  1. The sensitivity of the option value to changes in volatility
  2. The sensitivity of the option value to changes in the time to expiry
  3. The sensitivity of the delta to changes in the value of the underlying
  4. The sensitivity of the option value to changes in the price of the underlying

Answer(s): C



The seller of a call option has:

  1. Substantial opportunity for gain and limited risk of loss
  2. Substantial risk of loss and substantial opportunity for gain
  3. Limited risk of loss and limited opportunity for gain
  4. Substantial risk of loss and limited opportunity for gain

Answer(s): D






Post your Comments and Discuss ACI 3I0-012 exam with other Community members:

3I0-012 Exam Discussions & Posts