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  3. Study Set
    Derivatives and Risk Management Study Set 2
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    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    The Option's Sensitivity to an Interest Rate Change Is Called
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The Option's Sensitivity to an Interest Rate Change Is Called

Question 20

Question 20

True/False

The option's sensitivity to an interest rate change is called rho.

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