4. You are given the data in the table below regarding the price and sensitivity of 4 European options with maturity in one year {T = 1]. For the sensitivities, 5' is the price of the underlying and or is its volatility. We also know that the underlying asset for all the options is a non-dividend-paying stock whose current share price is $100. The continuously compounded risk free rate is 5% per year. can, K=$1uo can, K490 P... K=$so 13 15 22.98 0.72 0-mg4 a] Fill in the missing values in the table above, indicating any formula you use. Hint: Note that the market model is NOT necessarily the Black-Scholes market. {4 points) h] Suppose you currently are long two puts with K = 10D and short one pot with K = 90. Compute the delta. gamma and vega of your current portfolio. [4 points) c] [f you were to increase your estimate of the stock volatility by 1%, by approximately how much would you revise the call and put prices with K=l? (2 points)