Chartered Financial Analyst Level 2

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29 A trader has a long position in two options on the same underlying:

Option Put/Call Remaining Maturity Strike Contract
1 Call 1 month 100 1,000 shares
2 Put 1 month 100 1,000 shares

The vega of Option 1 is:

Option	Put/Call	Remaining Maturity	Strike	Contract
1	Call	1 month	100	1,000 shares
2	Put	1 month	100	1,000 shares

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