Suppose that spot gold is at 350 . Suppose the volatility of the return on gold is 15%, and the 90 -day risk free rate is 4% (not annualized). a. Compute Gamma, Vega and Theta, for call and puts for the following gold prices: 330,340,350,360,370 (use the option with K=350 ). b. Compute Gamma, Vega and Theta, for calls and puts, for the following times to expiration: 30,60,90,120,150(useK=350,S=350) What have you learned from this exercise? Suppose that spot gold is at 350 . Suppose the volatility of the return on gold is 15%, and the 90 -day risk free rate is 4% (not annualized). a. Compute Gamma, Vega and Theta, for call and puts for the following gold prices: 330,340,350,360,370 (use the option with K=350 ). b. Compute Gamma, Vega and Theta, for calls and puts, for the following times to expiration: 30,60,90,120,150(useK=350,S=350) What have you learned from this exercise