请问选项B为什么是对的呢？
问题如下图：
选项：
A. 
B. 
C. 
解释：
NO.PZ2018062007000039 问题如下 Whiof statements about Europeput option is not correct? A.The value of a Europeput option is postive correlatewith risk-free interest rate. B.The relationship between the time to expiration anthe value of a Europeput option is not clear. C.The value of a Europeput option is positive correlatewith the volatility of the unrlying. A is correct. The value of a Europeput option will crease the risk-free interest rate increases, so they are negative correlate中文解析欧式看跌期权与无风险利率的关系是负相关，negatively relateA错欧式看跌期权的价值与到期时间的关系并不明确，一般认为是正相关的，但是当欧式看跌期权是深度价内期权时，这时候我们希望可以立刻行权，不希望继续等待，此时与到期时间的关系就是负相关的了。B对。期权与波动率呈正相关。C对。 都没说unrlying asset是啥，为什么Interest rate就和put option value负相关了？
NO.PZ2018062007000039 问题如下 Whiof statements about Europeput option is not correct? A.The value of a Europeput option is postive correlatewith risk-free interest rate. B.The relationship between the time to expiration anthe value of a Europeput option is not clear. C.The value of a Europeput option is positive correlatewith the volatility of the unrlying. A is correct. The value of a Europeput option will crease the risk-free interest rate increases, so they are negative correlate中文解析欧式看跌期权与无风险利率的关系是负相关，negatively relateA错欧式看跌期权的价值与到期时间的关系并不明确，一般认为是正相关的，但是当欧式看跌期权是深度价内期权时，这时候我们希望可以立刻行权，不希望继续等待，此时与到期时间的关系就是负相关的了。B对。期权与波动率呈正相关。C对。 欧式看跌期权与无风险利率的关系是负相关，为什么啊？
