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please help (e) You are given: a The Black-Scholes framework holds. a The underlying non-dividendpaying stock is currently selling for $10. a The volatility rate

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(e) You are given: a The Black-Scholes framework holds. a The underlying non-dividendpaying stock is currently selling for $10. a The volatility rate of the stock is 20% per annum. a The risk free interest rate is 10% with continuous compounding. The Theta e, Gamma F, Delta A of a European option written on the stock are U.2, 0.5, 0.3, determine the value of the option. [5 marks]

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