Construct a linear regression model y = 0 + 1x , where y - Google opening stock price, x - time in days this week (Monday, 5/11 - day 1, Tuesday, 5/12 - day 2, today - day 3). a) Predict the call and the put option prices for the stock for tomorrow if their current prices are $50 and $48, respectively, and the current delta for the call option is 0.3. b) What does it mean that the vega of the put option is 0.2? If the volatility of the underlying stock decreases by 1%, are the changes in call and put option prices expected to be the same?