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 __________ The value of Straddle with Strike Price of 50 is _______________