answer both for an upvote

For a 6- month European call option on a stock, you are given: i) The underlying stock pays dividend continuously at a rate proportional to its price. The dividend yield is 8 ii) The delta of the call option is 0.5798 iii) The value of d, for the call option is 0.22 Find 8 Possible Answers A 0.010 B 0.015 C 0.020 D 0.025 E 0.030 Assume the Black-Scholes framework. For a nondividend-paying stock, you are given: i) The current stock price is 20. ii) The stocks volatility is 30%. iii) The continuously compounded risk-free rate is 5%. Consider a 22-strike European put option on the stock expiring in 1 year. Using the delta-gamma approximation, calculate the price of the put option if the stock price changes to 20.50 a week later. Possible Answers A 2.3 B 2.5 C 2.7 D 2.9 E 3.1 For a 6- month European call option on a stock, you are given: i) The underlying stock pays dividend continuously at a rate proportional to its price. The dividend yield is 8 ii) The delta of the call option is 0.5798 iii) The value of d, for the call option is 0.22 Find 8 Possible Answers A 0.010 B 0.015 C 0.020 D 0.025 E 0.030 Assume the Black-Scholes framework. For a nondividend-paying stock, you are given: i) The current stock price is 20. ii) The stocks volatility is 30%. iii) The continuously compounded risk-free rate is 5%. Consider a 22-strike European put option on the stock expiring in 1 year. Using the delta-gamma approximation, calculate the price of the put option if the stock price changes to 20.50 a week later. Possible Answers A 2.3 B 2.5 C 2.7 D 2.9 E 3.1