can anyone solve Q4 please?

1. The call option on the $20 strike is currently worth $1.05, and has a delta of 0.6. How much would the call option be worth if the underlying increases by $0.50 2. Which of the following options (on the same expiry) have the largest vega when the stock is trading at 100? o Put on the 110 strike o Call on the 140 strike o Put on the 140 strike o Call on the 90 strike. Explain your answer. 26 IN 3233 Spring 2019 Homework 3. What happens to the rho pf a put position as the underlying moves up? o Rho increases and is less negative o Rho decreases and is more negative o Rho increases and is more positive o Rho decreases and is less positive o Rho stays constant A company uses delta hedging to hedge a portfolio of long positions in put and call options on a currency. Which of the following would give the most favorable result? 4. o A virtually constant spot rate o Wild movements in the spot rate; Explain your answer. 27 FIN 3233 Spring 2019 1. The call option on the $20 strike is currently worth $1.05, and has a delta of 0.6. How much would the call option be worth if the underlying increases by $0.50 2. Which of the following options (on the same expiry) have the largest vega when the stock is trading at 100? o Put on the 110 strike o Call on the 140 strike o Put on the 140 strike o Call on the 90 strike. Explain your answer. 26 IN 3233 Spring 2019 Homework 3. What happens to the rho pf a put position as the underlying moves up? o Rho increases and is less negative o Rho decreases and is more negative o Rho increases and is more positive o Rho decreases and is less positive o Rho stays constant A company uses delta hedging to hedge a portfolio of long positions in put and call options on a currency. Which of the following would give the most favorable result? 4. o A virtually constant spot rate o Wild movements in the spot rate; Explain your answer. 27 FIN 3233 Spring 2019