Q3. Consider now the case that the "Olympus" stock time horizon is increasing from t=3/12 to t= 6/12 respectively. All the other parameters remain the same. 1. Calculate the new value of the Call and explain your answers analytically. 2. Calculate the new value of the Put and explain your answer analytically. 3. What is the Theta of the Call and the Theta of the Put respectively? Explain your numbers analytically. Option Parameters Five inputs Value S: Stock Price 56 56 X: Strike Price 54 54 3/12 6/12 T:Time period of option expiration o: Stock Price Volatility 0.36 0.49 3% 3% Ry:Risk free interest rate