Which of the Following Statements Is True About the Relationship

Multiple Choice

Which of the following statements is true about the relationship between the option price and the risk-free rate?

A) a call price is nearly linear with respect to the risk-free rate
B) a call price is highly sensitive to the risk-free rate
C) the risk-free rate affects a call but not a put
D) the risk-free rate does not affect a call price
E) none of the above