(e) You are given: The Black-Scholes framework holds. The underlying non-dividend paying stock is currently selling for $10. The volatility rate of the stock is 20% per annum. The risk free interest rate is 10% with continuous compounding. The Theta , Gamma I, Delta A of a European option written on the stock are -0.2, 0.5, -0.3, determine the value of the option. 15 marks) (e) You are given: The Black-Scholes framework holds. The underlying non-dividend paying stock is currently selling for $10. The volatility rate of the stock is 20% per annum. The risk free interest rate is 10% with continuous compounding. The Theta , Gamma I, Delta A of a European option written on the stock are -0.2, 0.5, -0.3, determine the value of the option. 15 marks)