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Consider a bull spread where you buy a 40-strike call and sell a 45-strike call. Assume = 0.30, r = 0.08, = 0, and T

Consider a bull spread where you buy a 40-strike call and sell a 45-strike call. Assume = 0.30, r = 0.08, = 0, and T = 0.5. Suppose S = $40. What is Gamma for the 40-strike call? Question 11 options: 0.6159 0.0450 0.1080 -0.0134 0.1024

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