n NISM Certifications
VIII NISM Series VIII
Medium

'Rho' is connected to the _____ of an option.

Practice question from NISM Series VIII - Mock Test 4 — bank. The correct answer is highlighted below with a full explanation.

Options

  1. A

    Volatility

  2. Risk-free interest rate

    Correct answer

  3. C

    Time decay

  4. D

    Underlying asset price

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

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