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NEW QUESTION: 1
An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European call option has a strike of 85 and a maturity of 40 days. Its Black-Scholes price is
15.52. The options sensitivities are: delta = 0.98; gamma = 0.006 and vega = 1.55. What is the delta-gamma-vega approximation to the new option price when the underlying asset price changes to 105 and the volatility changes to 28%?
A. 17.33
B. 19.23
C. 20.54
D. 18.75
Answer: C
NEW QUESTION: 2
Which three authorizations allow you to execute db2pd? (Choose three.)
A. SYSCTRL authority level
B. SYSADM authority level
C. SYSMON authority level
D. SECADM authority level
E. SYSPERF authority level
Answer: A,B,C
NEW QUESTION: 3
A. Option C
B. Option A
C. Option D
D. Option B
Answer: A,C
NEW QUESTION: 4
Which minimum resource type must be assigned to a user in order to run IBM Spectrum Protect Plus predefined reports?
A. Monitoring
B. System
C. Screen
D. Report
Answer: D
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