Question 40 2 pts Consider the following information. For 5 = 100, X = 100, r = 5%, 0 = 15%, and T = 3 months: Call Option Put Option Price Delta Gamma Vega Price Delta Gamma Vega 3.635 0.581 0.052 0.195 2.393 -0.419 0.052 0.195 Suppose you hold a portfolio comprised of a long position in 20 call option contracts and a long position in 25 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