You have sold 100 units of European call and bought 50 units of European put options on a non-dividend-paying stock when the stock price is $108, the exercise prices are $104, the risk-free interest rate is 5% per annum, the volatility is 13% per annum, and the time to maturity is 0.28 years. A) Calculate the value of your portfolio.

B)Calculate theta of your portfolio.

C) Calculate the delta-estimated change in the value of your portfolio if S. = -$2 where is the instantaneous change in S.

D) Calculate the delta&gamma - estimated change in the value of your portfolio if S = -$2 where is the instantaneous change in S.

E)Calculate the Vega-estimated change in the value of your portfolio if = -1% where is the instantaneous change in .