Under the Black-Scholes framework, suppose a non-dividend-paying stock has a current price of $100, and furthermore that the expected continuously compounded rate of return on the stock is 0.15, r = 0.06, and o = 0.30. Consider a Straddle composed of long positions on European calls and put options on the stock with a strike price of 95 and one years to expiry. a. Calculate delta, gamma, vega, theta, and rho for the Straddle. b. Calculate the elasticity of the straddle. Interpret this value. c. By what percentage do you expect the price of the straddle to change if the stock price increases by $5? Use the Greeks for this calculation, and compare it by actually computing the price of the Straddle. d. Calculate the volatility and the Sharpe ratio of the rate of return of the straddle.