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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 put option has a strike of 105 and a maturity of 90 days. Its Black-Scholes price is
7.11. The options sensitivities are: delta = -0.59; gamma = 0.03; vega = 19.29. Find the delta-gamma approximation to the new option price when the underlying asset price changes to 105
A. 4.54
B. 4.59
C. 5.03
D. 6.49
Answer: A
NEW QUESTION: 2
A. Option D
B. Option C
C. Option A
D. Option B
Answer: A
NEW QUESTION: 3
The TotallyCoolSecurity Company has a large security staff. Bob configured a new IPSChicago Profilefor fw-chicago using Detect mode. After reviewing logs, Matt noticed that fw-Chicago is not detecting any of the IPS protections that Bob had previously setup. Analyze the output below and determine how Matt can correct the problem.
A. Matt should activate theChicago Profileas it is currently not activated.
B. Matt should change theChicago Profileto use Protect mode because Detect mode will not work.
C. Matt should re-create theChicago Profileand select Activate protections manually instead of per the IPS Policy.
D. Matt should assign the fw-chicago Security Gateway to theChicago Profile.
Answer: D