Regarding option greeks, Regarding option Greeks, which of

Regarding option greeks

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Reference no: EM131071401

Regarding option Greeks, which of the following statements are true and why?

(i) Theta for a call option is negative.

(ii) Gamma is the same for a call and a put with same strike price and time to expiry.

(iii) Vega is maximal for at-the-money options.

(iv) Rho for a call option is positive.

(v) Psi increases for a put option as time to expiration increases

Reference no: EM131071401

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