A financial institution has just sold 1,000 nine-month European call options on the British pound to a multinational corporation. Suppose that the spot exchange rate is $1.2440 per pound, the exercise price is $1.2800 per pound. The nine-month risk-free interest rate in the United States is 4.85% per annum, while the nine-month risk-free interest rate in the UK is 4.75% per annum. The volatility of the pound is 15% per annum.

Calculate the delta, gamma, vega, theta, and rho of the financial institutions position.

Calculate the b) gamma of the financial institutions position (portfolio).

Round your answer to four decimal place. Be sure to use a negative sign if the option Greek in question is negative.