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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

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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