Question: You are evaluating a call option on MSFT with a strike of $ 2 7 5 and 1 5 7 days to expiration. You calculate

You are evaluating a call option on MSFT with a strike of $275 and 157 days to expiration. You calculate the option's N(d1) as 0.81 and the N(d2) as 0.57. The time to expiration is 157 days. The risk-free rate is 0.05(5%). What is the Rho of this option?
 You are evaluating a call option on MSFT with a strike

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