An investor's portfolio consists of out-of-the-money put options on a stock. As expiration approaches, the delta of the portfolio will approach:
Exam-Like
A
-1
B
0
C
1
Powered ByGPT-5.2
Comments
Loading comments...
An investor's portfolio consists of out-of-the-money put options on a stock. As expiration approaches, the delta of the portfolio will approach: | Chartered Financial Analyst Level 2 Quiz - LeetQuiz