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elf_fu elf_fu
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6 years ago
Assume that a $75 strike call has a 1.0% continuous dividend, 90 days until expiration and stock price of $72.00. What is the rho of the option as the interest rate changes from 6.0% to 5.0%?
A) 0.07
B) 0.12
C) 0.16
D) 0.20
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Derivatives Markets

Derivatives Markets


Edition: 3rd
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phuongha2892phuongha2892
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4 years ago
Thanks!
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