Question: Please answer the following question in Excel. Please provide cell references. Suppose you have a portfolio consisting solely 230 long calls with rho of 14.28

Please answer the following question in Excel. Please provide cell references.

Please answer the following question in Excel. Please provide cell references. Suppose

Suppose you have a portfolio consisting solely 230 long calls with rho of 14.28 and 140 long puts with rho of -6.65 on a given stock. Given this information, what is the approximate change in the portfolio value if interest rates changes by 49 basis points? 11.53 14.41 24.21 8.64 O 20.18

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