1. Consider the European call option in Question 1 above (stock price = $36 strike price = $35, risk-free rate = 4%, volatility = 28%, and time to maturity = 12 months).
   1. Using the provided option model, increase the stock price by $1.00 and note the change in the option value. How does the change in the option price compare to the delta calculated in 1b?
   2. Return the values to the starting values above and now increase the volatility from 28% to 29%. How does the change in the option price compare to the vega calculated in 1d?
   3. Return the values to the starting values above and now decrease the maturity by one day (1/365). How does the change in the option price compare to the theta calculated in 1e?
   4. The delta you estimated in 3a may have been a bit different from that calculated in question 1b. Why would your estimated delta be off?