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SupportExpert

Asked: November 1, 20202020-11-01T15:50:31+00:00 2020-11-01T15:50:31+00:00In: random

Why do Options on Futures(premium paid upfront) have negative rho and Options on Futures(margined premium) have zero rho?

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Why do Options on Futures(premium paid upfront) have negative rho and Options on Futures(margined premium) have zero rho?

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