- CFA Exams
- CFA Level I Exam
- Study Session 14. Derivatives
- Reading 38. Valuation of Contingent Claims
- Subject 6. Option Greeks and Implied Volatility

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**CFA Practice Question**

Which one measures the sensitivity of a portfolio to the risk-free interest rate?

A. Vega

B. Rho

C. Theta

**Explanation:**Rho is defined as the change in a given portfolio for a given small change in the risk-free interest rate, holding everything else constant.

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