(5 pts) Under the Black-Scholes framework, consider S0=40,=30%,r=8%, =0% and T=0.5. (a) Find Delta , Gamma for a 45-strike European call. (b) Find the Vega of for the 45-strike call. For a 0.01 increase in volatility, what is the price (value) change in the call? (5 pts) Under the Black-Scholes framework, consider S0=40,=30%,r=8%, =0% and T=0.5. (a) Find Delta , Gamma for a 45-strike European call. (b) Find the Vega of for the 45-strike call. For a 0.01 increase in volatility, what is the price (value) change in the call