2. The Moon company currently (t) sells for 100 $. The annual stock price volatility is %10 and risk-free interest rate %8, the price of a call on a company's stock with strike price 120 $ and time period 2 months. Changes in parameters in period t are as shown in the table. Price volatility period Risk free t 110 %8 3 months %5 interest rate I a) What is the option price changes if delta value 0.05? b) What is the Gamma value of the stock? c) What is the Rho value of stock? 2. The Moon company currently (t) sells for 100 $. The annual stock price volatility is %10 and risk-free interest rate %8, the price of a call on a company's stock with strike price 120 $ and time period 2 months. Changes in parameters in period t are as shown in the table. Price volatility period Risk free t 110 %8 3 months %5 interest rate I a) What is the option price changes if delta value 0.05? b) What is the Gamma value of the stock? c) What is the Rho value of stock