5. (a) The stock price is 80 the volatility of the stock is 24%. Assuming that the time to expiration is 3 months and the interest rate is 4% per annum calculate the price P of the European call option with strike 81 . (b) Calculate ,,, Vega using formulas for these parameters. Calculate the same parameters approximately using the options calculator. (c) Check that following relationship holds +rx+212x2=rP 5. (a) The stock price is 80 the volatility of the stock is 24%. Assuming that the time to expiration is 3 months and the interest rate is 4% per annum calculate the price P of the European call option with strike 81 . (b) Calculate ,,, Vega using formulas for these parameters. Calculate the same parameters approximately using the options calculator. (c) Check that following relationship holds +rx+212x2=rP