Question
Consider a bull spread where you buy a 40-strike call and sell a 45-strike call. Suppose =0.30, r =0.08, =0, and T =0.5. a. Suppose
Consider a bull spread where you buy a 40-strike call and sell a 45-strike call. Suppose 
=0.30, r =0.08, 
=0, and T =0.5.
a. Suppose S = $40. What are delta, gamma, vega, theta, and rho?
b. Suppose S = $45. What are delta, gamma, vega, theta, and rho?
c. Are any of your answers to (a) and (b) different? If so, why?
I need worked out solutions to understand please, not a computer program
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The Routledge Handbook Of Integrated Reporting
Authors: Charl De Villiers, Warren Maroun, Pei-Chi Hsiao
1st Edition
0367233851, 978-0367233853
