2. Consider a call/put option on a non-dividend paying stock where the current stock price is $50, the strike price $55, the risk free interest rate is 5% per annum with continuously compounding, the time to maturity is 20 weeks and volatility is 35%. Find the Gamma of call/put option. 2. Consider a call/put option on a non-dividend paying stock where the current stock price is $50, the strike price $55, the risk free interest rate is 5% per annum with continuously compounding, the time to maturity is 20 weeks and volatility is 35%. Find the Gamma of call/put option