3. You observe in the Table below the following prices for EUR/JPY call options. (a) Fill in the missing values assuming all of the options' strike prices are at-the- money [note: these values represent the cost of a call on 100 yen]. Implied Volatility 5% 7.5% 10% Implied Volatility 5% 3-Month Call 7.5% 1.0100 2.0200 6-Month Call 3-Month Call 1.4284 2.8567 (b) Using the same Table, specify for each of the nine cells whether that option has a delta below 50%, equal to 50%, or above 50%. 1-Year Call 6-Month Call 2.0200 4.0400 1-Year Call