Suppose S = $ 43, r = 2%, delta(the annualized dividend rate) is 2 %, sigma(the annualized standard deviation of the continously compounded stock returns) is 5 %. Consider the price of a $ 48 - strike call with 80 days to expiration. a) Suppose that 4 days later the price of the underlying asset has risen to $44.55, using the Black-Scholes formula, compute the price of the $ 48 - strike call b) Suppose that 4 days later the price of the underlying asset has risen to $44.55, using a delta approximation, estimate the price of the $ 48 - strike call 10 c) Suppose that 4 days later the price of the underlying asset has risen to $44.55, using a delta-gamma approximation, estimate the price of the $ 48 - strike call d) Suppose that 4 days later the price of the underlying asset has risen to $44.55, using a delta-gamma-theta approximation, estimate the price of the $48 strike call