Consider the following inputs and output for pricing a call option by the Black-Scholes model: Inputs: Black-Scholes-Merton Model Asset price (50) 71 European Exercise price (0) Not given Call Time to expiration (1) 0.1346 4.4269 Standard deviation (s) 36.00% Delta (D) 0.5845 Risk-free rate (rc) 3.92% Gamma (G) 0.0416 Dividends 0.00% Theta(Q) -15.0373 continuous yield (d) or discrete Vega 10.1584 dividends below: Rho 4.9905 Price ANSWER ALL THREE QUESTIONS BELOW, 5 PTS EACH FOR A) AND B) AND 4 PTS FOR C): a) Using the appropriate Option Greek from the above table, about what would I expect the new value for this Call option to be after 1 week passes (holding everything else constant)? b) Using the appropriate Option Greek from the above table, about what would I expect the new value for the Call option to be if the market lowered their risk assessment to a 30% standard deviation? c) Using the above information for the call option, what would you expect the Delta for a comparable Put option to be (what numerical value)