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Please add (excel)steps if possible! much appreciate! The National Stock Index is currently 224.00. A European call option, written on the index, with strike 212.90,

image text in transcribedPlease add (excel)steps if possible! much appreciate!

The National Stock Index is currently 224.00. A European call option, written on the index, with strike 212.90, matures in 10 months. The index pays dividends at a rate of 2.00%, and has volatility 17.00%. The (continuously compounded) interest rate is 8.40%. What is the option's gamma? 0.007955 0.008528 0.021869 0.007823 The National Stock Index is currently 224.00. A European call option, written on the index, with strike 212.90, matures in 10 months. The index pays dividends at a rate of 2.00%, and has volatility 17.00%. The (continuously compounded) interest rate is 8.40%. What is the option's gamma? 0.007955 0.008528 0.021869 0.007823

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