Table 1 shows call and put option prices and their Greek letters of a stock that does not pay dividends and has the following characteristics: S_0 = $48.38, K = $50.00, sigma = 30%, T = 9 months, and r = 4.0% If the stock price decreases $1.20, approximately, how much will the new call option price be? If the stock price increases $0.80, approximately, how much will the new put option price be? If the volatility decreases 1%, approximately, how much will the new put option price be? If the stock price increases $1.20, approximately, by how much the put delta will change? How much is the estimated price of the call option two days from today? If the interest rate increases 0.5%, approximately, by how much the call price will change? Companies A and B have been offered the following rates per annum on a $100 million five-year loan: Company A requires a floating-rate loan; company B requires a fixed-rate loan. Design a swap that that will appear equally attractive to both companies and will net a bank, acting as intermediary, 0.1% per annum