Which of the following statements is correct?I. The rho of a call option changes with the passage of time and tends to approach zero as expiration approaches, but this is not true for the rho of put options. II. Theta is always negative for long calls and long puts and positive for short calls and short puts.
选项:
A:I only.
B:II only
C:I and II
D:Neither
发布时间:2024-06-16 20:51:08