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CFA Level 1 Question of the Week - Portfolio Management
Which of the following "Greeks" measures the amount that an option contract's price changes in reaction to a change in the implied volatility of the underlying asset?
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CFA Level 1 Question of the Week - Portfolio Management 5 votes
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Derivatives risk measures are also referred to as "Greeks." Vega measures the sensitivity of derivatives value to the volatility of prices of underlying assets.
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