不太理解，请问考察的是哪个知识点，谢谢

问题如下：

VFO is concerned about the potential for increasing interest rates in the future. Which of the following statements provides the most correct description as to how rising rates after entering into the two option strategies would affect the option valuations?

选项：

A.Rising risk-free rates would make the selling a call option strategy more advantageous to VFO because call options increase in value with higher risk-free rates. B.Rising risk-free rates would make the buying a put option strategy more advantageous to VFO because the company locks in the put option premium at lower interest rates. C.Rising risk-free rates are a negative for both option strategies.

解释：

C is correct. Because both option strategies (buy a put or sell a call) are short strategies, VFO is delaying cash inflows so higher risk-free rates are negative. A is incorrect as this statement describes the value effect from buying a call option, not from selling. B is incorrect as the locked-in premium will decline after rising risk-free rates.