n NISM Certifications
XIII NISM Series XIII
Medium

Rho is ______ .

Practice question from NISM Series XIII for SIF - Mock Test 5 — bank. The correct answer is highlighted below with a full explanation.

Options

  1. The change in option price given a one percentage point change in the risk-free interest rate

    Correct answer

  2. B

    The change in option price given a one-day decrease in time to expiration

  3. C

    Speed with which an option moves with respect to the price of the underlying asset

  4. D

    A measure of the sensitivity of an option price to changes in market volatility

A full explanation for this question is being written. In the meantime, the correct answer is highlighted above.

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