Open Ended Questions (Show Calculations to Get Any Credit) Q2. The following information is given about options on the stock of a certain company (50 points) So - 30 re - 0.09 02-0.45 X - 29 T=0.75 No dividends are expected. Answer the following questions: f If the interest rate goes up from 6% to 10% find the value of rho? What is the interpretation of rho? (5 points) If the time to expiration declines to 0.25 or T-0.25, find the value of theta? What is its significance? (5 points) Open Ended Questions (Show Calculations to Get Any Credit) Q2. The following information is given about options on the stock of a certain company (50 points) So - 30 re - 0.09 02-0.45 X - 29 T=0.75 No dividends are expected. Answer the following questions: f If the interest rate goes up from 6% to 10% find the value of rho? What is the interpretation of rho? (5 points) If the time to expiration declines to 0.25 or T-0.25, find the value of theta? What is its significance? (5 points)