13. A stock sells for $55. A put option with a $52 striking price has 73 days until expiration. If the volatility of the underlying stock is 0.4 and interest rates are 5.5 percent, what is the delta of this put option and would d2 be positive, negative, or zero? 14. Suppose your portfolio manager tells you that a call option for a stock in your portfolio sells for $8.00, a similar put option for a stock in your portfolio sells for $3.50, both options have a S30.00 striking price, the risk-free rate is five percent, and the options both expire in 146 days. What is the current stock price under put-call parity? 15. Suppose you simultaneously buy 500 shares of British Petroleum at 50 and write three MAY 50 puts at $5.50. What is your total gain if, at option expiration, British Petroleum common stock sells for $57.38