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2. Use the Delta-Gamma-Theta approximation at time 0 to approximate the value of the 100 puts from the prior problem at the end of the

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2. Use the Delta-Gamma-Theta approximation at time 0 to approximate the value of the 100 puts from the prior problem at the end of the year. It is intended that you use the Call and Put Values Excel Workbook for this problem; you must state what values you used the workbook to get in order to receive credit for this problem. 2. Use the Delta-Gamma-Theta approximation at time 0 to approximate the value of the 100 puts from the prior problem at the end of the year. It is intended that you use the Call and Put Values Excel Workbook for this problem; you must state what values you used the workbook to get in order to receive credit for this

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