小编导读：您还会为FRM考试感到烦恼吗？高顿网校精品题库，包含历年真题，模拟试题等题型，题题结合考试大纲贴近考试考点。坚持每天做题练习，一定可以提升备考效果，为赢取属于自己的美好明天加油吧！马上开始练习 >>>
According to the BSM model for calculating European options on non-dividend paying stock, which option sensitivity (Greek) would be identical for both a call and a put option, given that the implied volatility, strike price, and risk free interest rate, time to maturity were the same?
　　I        Gamma
　　II       Theta
　　III      Vega
　　IV     Rho
　　A.        II only
　　B.        I and III
　　C.        All the above
　　D.        III and IV
　　Answer: B
　　Gamma and Vega are identical for calls and puts with the same strike price and time to expiration.