10 points A financial institution has just sold 1,000 seven month Europeon cal options on the Japanese yeni. Suppose that the spor exchange rate is 0.10 cent per yen, the exercise prices 0.81 cent per yen the risk free interest rate in the United States 68% per annum, the nike free interest rate in fapones S% per annum, and the volatility of the yen is 15% per onnum. Calculate the della gamma, vega, theta, ond rho of the financial institutions position. Interprereach number Delta kep-decimals) Delta can be interpreted as meaning that when the spot price by mall amount (1) the value of an option to buy get y ces by that amount keep 3 dece) time Games (keep 3.decals Gamma can be interpreted as means that when the por price increases by all med sent by that amount kepemal, times Vet is Dit keep Adecual readout answer times 100 Cp 6 decimaluse 0.01 times calculated Vent can be interpreted as ming that when they cy1970) the option Vega This 0 deep dreadout answer times 365) Theo be interpreted that when this year they unies that most Rho keep creadout answer times 100 can be weted and where were optional diboboti When the lines in the 6 dec 0.01 times calculated vho (the above