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: ACan you attach a solution I can’t figure out how to get the answer.
Rho of the option
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