Question: 1d) Let S = $38, s = 28%, r = 5%, and d = 1% (continuously compounded). Compute the Black-Scholes gamma (G) of a $45-strike

1d) Let S = $38, s = 28%, r = 5%, and d = 1% (continuously compounded). Compute the Black-Scholes gamma (G) of a $45-strike European call option with 3 months until expiration.

Answers:	a. 0.0541
	b. 0.0268
	c. 0.0361
	d. 0.1428
	e. 0.0424

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