Assume the Black-Scholes framework for option pricing holds. For a particular stock you are given: 1. The stock pays no dividends. 2. The volatility of a stock is 40%. 3. The delta of a one-year 60-strike European call option on the stock is 0.43. Calculate the delta of a one-year 70-strike European call option. O 0.29 O 0.17 O 0.28 O 0.42 O 0.52 The table below lists the prices and Greek measures of two European call options on stock X. Price Delta Gamma Vega Rho Theta Psi Option 1 11.3806 0.7890 0.0180 0.1329 0.2491 -0.0118 -0.3629 Option 2 8.5639 0.6795 0.0222 0.1646 0.2269 -0.0129 -0.3126 The current price of stock X is $46. Recall from Math 133A that a call option bull spread consists of a portfolio of options in which a low-strike price call option is purchased and a high- strike price call option is sold. A bull spread is constructed from the two call options in the table. Determine the value of vega for the call option bull spread position. 0 -0.0317 0 -0.0365 0 0.0317 0 0.0365 O 0.1465