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Rho of the option

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.

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