单选题
An analyst does research about impact to option due to interest rate and volatility of the underlying. Which of the following statements best describes the effect of the level of interest rates and volatility of the underlying on the price of options? All else being equal, prices for: A. put options are positively related to the level of interest rates. B. call options are positively related to the level of interest rates. C. put options are negatively related to the volatility of the underlying.