3. Given, S=100, r-5%, T=0.5, o=30%, and K=102, value the following options and compute their Greek Letters by using the Black-Scholes Model: Price Delta Theta (annual) Gamma Vega Rho Option European Call European Put If keep other parameters constant, and change only one variable, use the corresponding Greeks to approximate the new prices of the option and indicate the Greeks you used for the approximation: S=101 T=0. 45 =25% r=6% Option European Call European Put Use the Black-Scholes model to calculate the accurate (true) values of the above options S=101 L T =0.45 6=25% r=6% Option European Call European Put Calculate the approximation errors of using the Greeks (the absolute differences between the approximated prices and the accurate prices dividing by the accurate, Black-Scholes prices). (in Percentage with four decimal places) Option S=101 T=0.45 =25% r-6% European Call European Put 3. Given, S=100, r-5%, T=0.5, o=30%, and K=102, value the following options and compute their Greek Letters by using the Black-Scholes Model: Price Delta Theta (annual) Gamma Vega Rho Option European Call European Put If keep other parameters constant, and change only one variable, use the corresponding Greeks to approximate the new prices of the option and indicate the Greeks you used for the approximation: S=101 T=0. 45 =25% r=6% Option European Call European Put Use the Black-Scholes model to calculate the accurate (true) values of the above options S=101 L T =0.45 6=25% r=6% Option European Call European Put Calculate the approximation errors of using the Greeks (the absolute differences between the approximated prices and the accurate prices dividing by the accurate, Black-Scholes prices). (in Percentage with four decimal places) Option S=101 T=0.45 =25% r-6% European Call European Put