Priyanka is long a bull spread with strike prices $29.00 and $39.00. The (European) options expire in 9 months, the spot price is $36.25, the stock volatility is 47.00%, the risk free interest rate is 8.500% and the stock dividend rate is 1.750%. Priyanka delta hedges the position initially and then doesn't adjust the delta hedge. One month later the stock price is still the same. How much does delta change? O a. 0.01582 O b. 0.01345 O c. 0.01898 O d. 0.01028 Oe. 0.02136 Priyanka is long a bull spread with strike prices $29.00 and $39.00. The (European) options expire in 9 months, the spot price is $36.25, the stock volatility is 47.00%, the risk free interest rate is 8.500% and the stock dividend rate is 1.750%. Priyanka delta hedges the position initially and then doesn't adjust the delta hedge. One month later the stock price is still the same. How much does delta change? O a. 0.01582 O b. 0.01345 O c. 0.01898 O d. 0.01028 Oe. 0.02136