Which of the following statements is true about the relationship between the option price and the risk-free rate?
选项:
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
发布时间:2024-06-13 09:31:02