What is the gamma of the european put and the vega of the european put, show calculations

3. For the same option above, ie, on a non-dividend paying stock when the stock price is $35, the exercise price is $31, the risk-free interest rate is 4% per annum, the volatility is 20% per annum, and the time to maturity is four months, calculate and interpret the following greeks. (Total marks: 30)