Chipotle Mexican Grill, Inc. common stock currently sells for $1,254.10 per share, and the standard deviation of returns is 55.00%. A call option with a strike price of $1,300 is currently trading on the market at $183.70 per call option. The option expires in six months, and the risk-free rate of return is 3.5%. Chipotle does not pay a dividend. Chipotle has a delta of 0.55844 and a gamma () of 0.00081. If Chipotle's stock price increases by $7, what will the new call price be using both delta and gamma to determine the change? $183.85$189.65$187.63$185.59 Question 28 2.5 pts Cloudflare, Inc. common stock currently sells for $71.50 per share, and the standard deviation of returns is 39.60%. A put option with a strike price of $80 is currently trading on the market. The option expires in three months, and the risk-free rate of return is 2.6%. Cloudflare does not pay a dividend. What is the theta (O) for this put option? \begin{tabular}{c} 10.8177 \\ \hline9.7298 \\ \hline 11.7963 \\ \hline8.7511 \end{tabular} Question 29 2.5 pts Southwest Airlines common stock currently sells for $52.07 per share, and the standard deviation of returns is 70.17%. A call option with a strike price of $48 is currently trading on the market. The option expires in 0.15 years, and the risk-free rate of return is 3.8%. Southwest does not pay a dividend. What is the vega (V) for this put option assuming a continuous model such as the BlackScholes model? \begin{tabular}{l} 11.5598 \\ \hline 6.6831 \\ \hline 7.2498 \\ \hline 10.0833 \end{tabular}