Q2. Consider now that "Olympus" stock price is increasing from $56 to $59. All the other parameters remain the same. 1. Calculate the new value of the European Call explain your answers analytically. 2. Calculate the new value of the European Put explain your answer analytically. 3. What is the Delta of the Call and the Delta of the Put respectively? Explain your numbers analytically by using well drawn diagrams. 4. What will it happen the price of the European Call in the presence of Dividends? Carefully explain your answer. Option Parameters Five inputs Value S: Stock Price 56 59 X: Strike Price 54 54 3/12 3/12 T:Time period of option expiration o: Stock Price Volatility 0.36 0.36 3% 3% Ry:Risk free interest rate Q2. Consider now that "Olympus" stock price is increasing from $56 to $59. All the other parameters remain the same. 1. Calculate the new value of the European Call explain your answers analytically. 2. Calculate the new value of the European Put explain your answer analytically. 3. What is the Delta of the Call and the Delta of the Put respectively? Explain your numbers analytically by using well drawn diagrams. 4. What will it happen the price of the European Call in the presence of Dividends? Carefully explain your answer. Option Parameters Five inputs Value S: Stock Price 56 59 X: Strike Price 54 54 3/12 3/12 T:Time period of option expiration o: Stock Price Volatility 0.36 0.36 3% 3% Ry:Risk free interest rate