Question: Answer these questions. Use the BSM Pricing Tool for calculations of option premiums, implied volatility, etc. 1 Here are the option greeks. In the box

 Answer these questions. Use the BSM Pricing Tool for calculations of

Answer these questions. Use the BSM Pricing Tool for calculations of option premiums, implied volatility, etc. 1 Here are the option greeks. In the box list the underlying pricing factor that each (5 points) refers to: a. b. delta (4 or 8 ) theta (O) rho ( ) C. d. vega (v) gamma (y ) e. 2 What is the approximate value of delta for an at-the-money put? (2 points)

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