A financial institution has just sold $1,000$ six$-$month European call options on the Japanese yen. Suppose that the spot exchange rate is $0\mathrm{.}85$ cent per yen, the exercise price is $0\mathrm{.}87$ cent per yen, the risk$-$free interest rate in the United States is $7\%$ per annum, the risk$-$free interest rate in Japan is $4\%$ per annum, and the volatility of the yen is $12\%$ per annum. Calculate the delta, gamma, vega, theta, and rho of the financial institution$$s position.