Using the Black-Scholes call and put option pricing models we may compute the following. Parameter inputs: S=55 X=55 =35% 1=5% T = 0.25 Price Delta Gamma Vega Theta Put 3.479 -0.437 0.041 0.108 -0.017 Rho -0.069 Call 4.162 0.563 0.041 0.108 -0.025 0.067 Answer the following questions. A. How do you interpret the delta of the put option? B. How do you interpret the gamma of the call option? C. Compute the overall vega for a long position in 25 call option contracts and a short position in 25 put option contracts. D. Create a delta-neutral position from a position in the call and put options. Show that your position is delta-neutral.