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. 1, Stock Price volatility period 1 months Risk free interest rate %5 110 %8 a) What is the option price changes if delta value 0.05? b) What is the Vega value of the stock? c) What is the option price changes if theta value 0.04? d) What is the Rho value of stock if option price changes %5? 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. 1, Stock Price volatility period 1 months Risk free interest rate %5 110 %8 a) What is the option price changes if delta value 0.05? b) What is the Vega value of the stock? c) What is the option price changes if theta value 0.04? d) What is the Rho value of stock if option price changes %5