A 3-month Call option for ABC stock has a strike price of $75.00. The current stock price is $69.00. The risk-free rate is 2.0% and the stocks volatility is 20.0%

a.What is the option price?

b.Delta and Gamma - Holding all other variables constant at their initial values, increase the stock price by increments of $1.00 until the stock price equals the strike price. What is the Option price, Delta (change in price), and Gamma (change in Delta) at each $1 increment? Present you answers in a table.

c.Theta - Holding all other variables constant at their initial values recalculate the option price for a 6-month, 9- month, and 12-month maturity. What is the Option price and the change in option price at each increment? Present you answers in a table.

d.Vega - Holding all other variables constant at their initial values recalculate the option price with a volatility figure of 25% 30%,35%, and 40%. What is the Option price and the change in option price at each increment? Present you answers in a table.