LeetQuiz Logo
Privacy Policy•contact@leetquiz.com
© 2025 LeetQuiz All rights reserved.
Financial Risk Manager Part 1

Financial Risk Manager Part 1

Get started today

Ultimate access to all questions.


Consider a firm whose stock price has just declined by USD 1. You are analyzing the potential impact of this decline on both a call option and a put option. Each of these options has a strike price of USD 50 and is set to expire in 5 days. Based on this market movement, evaluate which of the following scenarios is most likely:

ScenarioCall Value ChangePut Value Change
ADecreases by USD 0.07Increases by USD 0.89
BDecreases by USD 0.07Increases by USD 0.01
CDecreases by USD 0.94Increases by USD 0.01
DDecreases by USD 0.94Increases by USD 0.89

Exam-Like



Powered ByGPT-5