You are evaluating a call option on MSFT with a strike of $250 and 160 days to expiration. You calculate the option's N(

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You Are Evaluating A Call Option On Msft With A Strike Of 250 And 160 Days To Expiration You Calculate The Option S N 1 (29.64 KiB) Viewed 43 times

You are evaluating a call option on MSFT with a strike of $250 and 160 days to expiration. You calculate the option's N(d1) as 0.79 and the N(D2) as 0.57. The time to expiration is 160 days. The risk-free rate is 0.05 (5%). What is the Rho of this option? Hint: Remember you must plug the days on an annual basis in the formula (i.e. 35 days = 35/365 = 0.0959 years) Please round your answer to the nearest four decimals if needed Click on the arrow next to the file below. Next, create a new sheet in the Respondus LockDown Browser spreadsheet. You can use this blank spreadsheet to calculate the answer. Make the column you are using as wide as possible. Otherwise, you might be seeing only the last decimals. Click to open: