
- UID
- 65951
- 帖子
- 39
- 主题
- 2
- 注册时间
- 2007-7-10
- 最后登录
- 2008-10-9
|
interest rate and price of call/put options
Hi
Does anybody know is there any effect on the price of call\put options where there is a increase of risk free interest rate?
thanks
PD I encountered this question:
The effects on the price of a call option from an
increase in volatility and an increase in interest rates are: |
|
Increase in
Volatility |
Increase in
Interest Rates |
|
|
A. |
Decrease |
Increase |
|
|
B. |
Increase |
Increase |
|
|
C. |
Increase |
Decrease |
|
|
D. |
Increase |
No
impact |
|
|
|
|