Which one of the following four statements on factors affecting the value of options is correct?

Which one of the following four statements on factors affecting the value of options is correct?
A . As volatility rises, options increase in value.
B . As time passes, options will increase in value.
C . As interest rates rise and option’s rho is positive, option prices will decrease.
D . As the value of underlying security increases, the value of the put option increases.

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Answer: A