1) If the spot rate changes from $1.70/ to $1.71/ and there is an option with an initial premium of $0.033/ and a delta of 0.5, then the new option premium would be:

A) $0.043/.

B) $0.038/.

C) $0.005/.

D) $1.715/.

6) For a $1.50/ call option with an initial premium of $0.033/ and a lambda of 0.4, after an increase in annual volatility of 1 percent point - for example from 10% to 11% - the new optiom premium would be:

A) $0.036/.

B) $0.037/.

C) $0.004/.

D) $1.54/.

8) For a $1.50/ call option with an initial premium of $0.033/ and a rho value of 0.2, after an increase in the U.S. dollar rate from 8% to 9% - the new ATM optiom premium would be:

A) $0.037/.

B) $1.55/.

C) $0.036/.

D) $0.035/.

9) For a $1.50/ call option with an initial premium of $0.033/ and a phi value of -0.2, after an increase in the foreign interest (the pound sterling rate) rate from 8% to 9% - the new optiom premium would be:

A) $0.035/.

B) $1.48/.

C) $0.031/.

D) $0.032/.

please show the solution.