3. For the same option above, ie. on a non-dividend paying stock when the stock price is $35, the exercise price is $31, the risk-free interest rate is 4% per annum, the volatility is 20% per annum, and the time to maturity is four months, calculate and interpret the following greeks. (Total marks: 30) a. Delta of the European call and put. b. Theta of the European call. C. Gamma of the European put. d. Vega of the European put. e. Rho of the European call. 3. For the same option above, ie. on a non-dividend paying stock when the stock price is $35, the exercise price is $31, the risk-free interest rate is 4% per annum, the volatility is 20% per annum, and the time to maturity is four months, calculate and interpret the following greeks. (Total marks: 30) a. Delta of the European call and put. b. Theta of the European call. C. Gamma of the European put. d. Vega of the European put. e. Rho of the European call