If risk is defined as a potential for unexpected loss, which factors contribute to the risk of a long straddle position?
  A.Delta, vega, rho
  B.Vega, rho
  C.Delta, vega, gamma, rho
  D.Delta, vega, gamma, theta, rho
  答案:B
  答案解析:
  A
  long straddle is delta-neutral and has positive gamma, thus it is only
  exposed to vega risk and rho risk. Theta is not a risk factor.
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