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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