Question 35 2 pts Consider the following information. For 5 = 100, X = 100, r = 5%, 0 = 30%, and T = 1 months: Call Option Put Option Price Delta Gamma Vega Price Delta Gamma Vega 3.659 0.536 0.046 0.115 3.243 -0.464 0.046 0.115 Suppose you hold a portfolio comprised of a short position in 10 call option contracts and a long position in 15 put option contract. Compute the change in the value of the position for a $1 increase in the stock price. (Note: 1 contract=100 shares) please round the final submitted number solution to 2 decimal places. Your