Which ONE of the following statements is TRUE regarding the Black-Scholes option Greeks? Group of answer choices Rho is the first partial derivative of the option price with respect to the volatility of the underlying asset

Delta is the second partial derivative of the option price with respect to the price of the underlying asset

Gamma is the first partial derivative of the option delta of the underlying asset

Vega is the second partial derivative of the option price with respect to the volatility of the underlying asset