Question
Assume that a $75 strike call has a 1.0% continuous dividend, 90 days until expiration andstock price of $72.00. What is the rho of the
Assume that a $75 strike call has a 1.0% continuous dividend, 90 days until expiration andstock price of $72.00. What is the rho of the option as the interest rate changes from 6.0% to5.0%?A)0.07B)0.12C)0.16D)0.20 Answer:A
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
12th edition
978-0324597714, 324597711, 324597703, 978-8131518571, 8131518574, 978-0324597707
