20. Which of the following statements is false regarding the effect of a change in interest rates on options prices (assuming all other variables are held constant)? a. an increase in interest rates will make call options more valuable b. an increase in interest rates will be favorable to someone who is short a put option c. an increase in interest rates will make call and put prices less valuable because of its effect on the present value of the underlying price d. a decrease in interest rates makes call options more valuable e. a decrease in interest rates makes put options more valuable f. a \& e g. c&d