7. Consider the following information for a call written on Utune, Inc. S = $96, X = $100, T=5days, o = .4, risk free rate = .1, C(96, 5 days, 100) = .50, DELTA = 2063, GAMMA = .0635, THETA = 48.7155, VEGA = 3.2045, RHO = 2643. If in two days Utune's price increases by $1, explain in as much detail as possible what would happen to the price of the call option. 7. Consider the following information for a call written on Utune, Inc. S = $96, X = $100, T=5days, o = .4, risk free rate = .1, C(96, 5 days, 100) = .50, DELTA = 2063, GAMMA = .0635, THETA = 48.7155, VEGA = 3.2045, RHO = 2643. If in two days Utune's price increases by $1, explain in as much detail as possible what would happen to the price of the call option