Consider a European put option on a non-dividend paying stock with a current stock price of $100 and 4 years until expiration. The strike price of the option is unknown. You are given that: ape(St) = -0.5 as Determine a numerical value for: ape(S,t) Please round your numerical answer to the nearest integer. Question 6 5 pts 8 Consider a European put option on a non-dividend paying stock with a current stock price of $1000 and 1 year until expiration. The strike price of the option is unknown. You are given that: OPE(S.) = -0.5 as The risk-free annual interest rate r = 0 and the volatility 0 = 0.40. Assuming the stock price remains constant at S = $1000 and all other variables with the exception of time remain constant for one day, what is the change in the Black-Scholes option price of the European put option P(,t) over this one day? Please round your numerical answer to two decimal places. Consider a European put option on a non-dividend paying stock with a current stock price of $100 and 4 years until expiration. The strike price of the option is unknown. You are given that: ape(St) = -0.5 as Determine a numerical value for: ape(S,t) Please round your numerical answer to the nearest integer. Question 6 5 pts 8 Consider a European put option on a non-dividend paying stock with a current stock price of $1000 and 1 year until expiration. The strike price of the option is unknown. You are given that: OPE(S.) = -0.5 as The risk-free annual interest rate r = 0 and the volatility 0 = 0.40. Assuming the stock price remains constant at S = $1000 and all other variables with the exception of time remain constant for one day, what is the change in the Black-Scholes option price of the European put option P(,t) over this one day? Please round your numerical answer to two decimal places