Date: Spot Price = 82.66 Exercise P x 80.66 Exercise Price = 80.66 Risk free Rute = 5.8" compunded I= 6 month = 6/12 =3 0.5 years. Volatility = 0 = 0.03 Calculate What Call Premium=? Also find and interpret Greeks Delta => Rho=" Theta 8=? Vegas? incredes What Rak d =? d = ? Ncd=2 N (dd=? Xe v ? = N'(d)-3 is Premium if spot Price call option Premium if interest call option by 1? ws is risa by 2017 G.U.S.T. Date:...... Spot Price = 82.66 Exercise P X 80.66 Exercise Price = 80.66 "Risk free Rate= 5.8%% compunded 6 month = 6/12 =3 0.5 years. Volatility = 0 = 0.03 Calculate dy=? d = ? Ncd ) = ? N (d ) = ? Xeri = ? N'(d)? Call Premium=? Also find and interpret Greeks Delta = ? Rha= Theta d=1 Vega =