(1 point) Suppose S = $ 41, r = 9%, 9 (the annualized dividend yield) is 5 %, o (the annualized stock volatility) is 9 %. Consider the price of a $ 46 - strike put with 100 days to expiration. a) Suppose that 4 days later the price of the underlying asset has fallen to $39.95, using the Black-Scholes formula, compute the price of the $ 46 - strike put b) Suppose that 4 days later the price of the underlying asset has fallen to $39.95, using a delta approximation, estimate the price of the $ 46 - strike put [Note: Use software to compute the values of the normal CDF, not the table.] (1 point) Suppose S = $ 41, r = 9%, 9 (the annualized dividend yield) is 5 %, o (the annualized stock volatility) is 9 %. Consider the price of a $ 46 - strike put with 100 days to expiration. a) Suppose that 4 days later the price of the underlying asset has fallen to $39.95, using the Black-Scholes formula, compute the price of the $ 46 - strike put b) Suppose that 4 days later the price of the underlying asset has fallen to $39.95, using a delta approximation, estimate the price of the $ 46 - strike put [Note: Use software to compute the values of the normal CDF, not the table.]