3. Suppose you have the following Greeks for a call on XYZ stock, (also stock price is 50, Strike price is 50, T = .5 years, Vol = 40% per year, and the risk free rate is 1% per year, continuously compounded. XYZ pays no dividends and the options are European Value Delta Gamma Vega Theta Rho Call 5.74 0.563 .028 ???? -5.795 11.213 Value Delta Gamma Vega Theta Rho Put 5.49 ???? ???? 13.927 -5.298 -13.663 a. Fill in the missing values. b. If the stock price goes up by .25 cents, how would you estimate the new call value? c. If the stock price goes up by 5 dollars, how would you estimate the new call value? 3. Suppose you have the following Greeks for a call on XYZ stock, (also stock price is 50, Strike price is 50, T = .5 years, Vol = 40% per year, and the risk free rate is 1% per year, continuously compounded. XYZ pays no dividends and the options are European Value Delta Gamma Vega Theta Rho Call 5.74 0.563 .028 ???? -5.795 11.213 Value Delta Gamma Vega Theta Rho Put 5.49 ???? ???? 13.927 -5.298 -13.663 a. Fill in the missing values. b. If the stock price goes up by .25 cents, how would you estimate the new call value? c. If the stock price goes up by 5 dollars, how would you estimate the new call value