On 25 Not yet answered Marked out of 10.00 You have the following information available for a European call option current stock price 5=$78 option price c=227. interest rate r=1%, 0 70% T=90 days, strike price K = $20 a) Use the Black-Scholes-Merton formulae to find delta and gamma of the call. b) Suppose you have a long position in 10,000 calls. What trade in the stock do you need to make in order to make the portfolio delta neutral? Pag