PRMIA Exam 8007 Topic 1 Question 60 Discussion

Actual exam question for PRMIA's 8007 exam

Question #: 60
Topic #: 1

[All 8007 Questions]

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: C

by Maryann at Oct 04, 2023, 05:03 PM

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