Please use the information below for the first 5 questions. This options chain is for stock XYZ, which is currently priced at $16.55. The risk free rate is 9%, and there is one month (ie 1/12 of a year) to expiration. There is no dividend between now and expiration. Use the "last" price for each question Calls Puts 2 Last Net Bid Ask 1.4 +0.355 139 1.47 1.09 +0.32 1.09 1.11 0.82 -0.255 0.8 0.85 0:62 +0.21 0.58 0.63 0.44 +0.15 0.44 0.46 0.32 0.105 0.32 0.34 Vol 66 649 375 747 746 109 IV Delta Gamma int 0.39 0.72 0.16 1506 0.39 0.63 0.19 1517 0.38 0.53 0.2 1131 0.38 0.43 0.2 1073 0.39 0.35 0.18 1024 04 0.27 0.16 337 Strike E15.500 F 16.000 F 16.500 F 17.000 F 17.500 F 18.000 Last Net Bid Ask Vol 0.4 -0.115 0.38 0.4 155 0.57 0.17 0.54 0.57 284 0.8 -0.23 0.76 0.8 49 1,17 -0.195 1,02 1,09 B 1.47 0.295 1.37 1.44 2 22 0 1.74 1.83 0 IV Delta Gamma int 041 -0.28 0.16 535 0.4 -0.37 0.18 527 0.39-0.47 0.2 171 039 -0.56 0.19 49 0.4 -0.65 0.18 4 0.41 -0.72 0.16 1 Question 5 1 pts Please refer to the options chain shown above How much will the 16.500 delta change if the stock rises by $.50? 0.1 O2 .82 0.92