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 $0\mathrm{.}81$ and the $N(d2)$ as $0\mathrm{.}57.$ The time to expiration is $157$ days. The risk$-$free rate is $0\mathrm{.}05(5\%).$ What is the Rho of this option?

Hint: Remember you must plug the days on an annual basis in the formula $($i$.$e$.35$ days $=\frac{35}{365}=0\mathrm{.}0959$ years$)$

Please round your answer to the nearest four decimals if needed

The answer is $65\mathrm{.}9894.$ Please show steps how to calculate this number!