PRMIA Exam 8002 Topic 1 Question 47 Discussion

Actual exam question for PRMIA's 8002 exam

Question #: 47
Topic #: 1

An option has value 10 when the underlying price is 99 and value 9.5 when the underlying price is 101. Approximate the value of the option delta using a first order central finite difference.

A-4

B0.25

C-0.5

D-0.25

Show Suggested Answer

Suggested Answer: D

by Meaghan at Jul 23, 2022, 03:26 AM

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