Assume that a $75 strike call has a 1.0% continuous dividend, 90 days until expiration andstock price of $72.00. What is the rho of the option as the...

 Assume that a $75 strike call has a 1.0% continuous dividend, 90 days until expiration andstock price of $72.00. What is the rho of the option as the interest rate changes from 6.0% to5.0%?A)  0.07B)  0.12C)  0.16D)  0.20 Answer:   A

Can you attach a solution I can't figure out how to get the answer.