A. What is the price of a call option with a strike of $80 and a maturity of 2.5 years? The underlying asset is currently trading at $75. The risk-free rate is 8% and the volatility of the underlying asset is 63%. B. What is the price of a put option with an identical strike price? C. Calculate the delta, theta, and vega of the call option. Express theta per month and verga per 1% increase in volatility. D. After 5 months the price has gone up by $10 and the volatility by 10%. Using delta, theta, and vega that you have calculated, what is the total change in value of the option?