2. CEO of Company X has 30 million shares of stocks and 30 million shares of options (of Company X). The stock return volatility () is 0.50 , dividend yield (d) is 0.0 , riskfree rate ( r) is 0.05 , and maturity (T) is 5 years. Following table shows stock price of Companv X during 2016. Suppose that options were granted at-the-money on February 2016. 2-1. (2 points) Find option's delta (change in one share of option due to $1 increase in stock price) as of December 2016? 2-2. (2 points) Find increase in CEO wealth for $1 increase in Company X's stock price as of December 2016