In the Black-Scholes Option Pricing Model, an Increase in the Risk-Free

Multiple Choice

In the Black-Scholes option pricing model, an increase in the risk-free rate (RFR) will cause

A) In the Black-Scholes option pricing model, an increase in the risk-free rate (RFR) will cause
B) an increase in call value and a decrease in put value.
C) a decrease in call value and an increase in put value.
D) a decrease in call value and a decrease in put value.
E) an increase in call value and an increase or decrease in put value.