According to the Black-Scholes model, when the risk-free rate increases, it results in a decrease in the value of a call option.

Name: According to the Black-Scholes model, when the risk-free rate increases, it results in a decrease in the value of a call option.
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In the Black-Scholes model, an increase in the risk-free rate generally leads to an increase in the value of a call option, as the present value of the exercise price decreases, making the option more valuable.

According to the Black-Scholes Model, When the Risk-Free Rate Increases