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Options for the Beginner and Beyond: Unlock the Opportunities and Minimize the Risks by W. Edward Olmstead - Professor of Applied Mathematics McCormick School of Engineering and Applied Sciences Northwestern University

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Rho

Rho: The amount that the price of an option changes as compared to a unit increase in the risk-free interest rate (that is, the rate for a U.S. treasury bill).

Rho is positive for calls and negative for puts. With interest rates at the relatively modest levels seen in recent years, the influence on the price of options is slight.

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