(1 point) Assume no arbitrage unless otherwise noted. The current spot price of a stock is $78.00, the expected rate of return is 9.1%, and the volatility of the stock is 17%. The risk-free rate is 3.2%. Assume the log-normal model. (a) Calculate the Delta A, and Vega ve of a European call with strike $86.00 expiring in 9 months. Enter your solution for A, to three decimal places. Enter your solution for ve as a dollar value, including dollar symbol (s), to two decimal places. (b) Calculate the Delta A, and Vegav, of a European straddle with strike $86.00 expiring in 9 months Enter your solution for A, to three decimal places. Enter your solution for v, as a dollar value, including dollar symbol (8), to two decimal places. (1 point) Assume no arbitrage unless otherwise noted. The current spot price of a stock is $78.00, the expected rate of return is 9.1%, and the volatility of the stock is 17%. The risk-free rate is 3.2%. Assume the log-normal model. (a) Calculate the Delta A, and Vega ve of a European call with strike $86.00 expiring in 9 months. Enter your solution for A, to three decimal places. Enter your solution for ve as a dollar value, including dollar symbol (s), to two decimal places. (b) Calculate the Delta A, and Vegav, of a European straddle with strike $86.00 expiring in 9 months Enter your solution for A, to three decimal places. Enter your solution for v, as a dollar value, including dollar symbol (8), to two decimal places