Question: ou are evaluating a call option on PG with a strike of $212 and 73 days o expiration. You calculate the option's N(d1) as 0.88

ou are evaluating a call option on PG with a strike of $212 and 73 days o expiration. You calculate the option's N(d1) as 0.88 and the N(d2) as 0.65. The time to expiration is 73 days. The risk-free rate is 0.05. What is the Rho of this option? Please round your answer to the nearest two decimals if needed

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