Pandas: rename a index label in multiindex dataframe if NaN

Question

How can I replace the inner index label of the df below?

Question                                 profile_gender. Gender           
Values                                    Male     Female
Question                    Values                                  
XCS_3. Think of a problem?  NaN        25.192318  25.900784

to:

Question                                 profile_gender. Gender           
Values                                    Male     Female
Question                    Values                                  
XCS_3. Think of a problem?  Okay Done   25.192318  25.900784

My failed attempt:

df.index = df.index.set_levels(['Okay Done'], 1)

Does nothing, doesn't even throw an error code

Answer 1

Looks like I have to replace the entire index which is very annoying.

df.index = pd.MultiIndex.from_tuples([('XCS_3. Think of a problem?', ' Okay Done')],
                                     names=['Question', 'Values'])