Bertha is interested in finding the value of a Call and Put

Option. The price of the stock is $50$ and the exercise price is $50.$ There are $3$

months to expiration and interest rates are $10\%$ per annum continuously

compounded and the volatility of the stock is $30\%$ per annum.

a$.$ The Call value is $\_\_\_\_\_\_\_\_\_\_\_$

b$.$ The Put Value is $\_\_\_\_\_\_\_\_\_\_\_$

c$.$ The Call Delta is $\_\_\_\_\_\_\_\_\_\_\_$

d$.$ The Put Delta is $\_\_\_\_\_\_\_\_\_\_\_$

e$.$ The Call Gamma is $\_\_\_\_\_\_\_\_\_\_$

f$.$ The Put Gamma is $\_\_\_\_\_\_\_\_\_\_\_$

g$.$ The value of Straddle with Strike Price of $50$ is $\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_$

Your final answers should be correct to $2$ places after the decimal point.