Question 9 10 pts * n(x) 0.00 0.40 0.10 0.40 0.20 0.39 0.30 0.38 0.40 0.37 0.50 0.35 0.60 0.33 0.80 0.29 1.00 0.24 For this problem please reference the above table for n(2), the probability distribution function (PDF) of the standard normal distribution, evaluated at the values of c. Assume the Black-Scholes framework for option pricing holds. 9. Consider an at-the-money European call option on a nondividend-paying stock. You are given: The option will expire in one year The stock is currently trading at S = 100 The volatility is o = 0.20 The risk-free annual continuously compounded interest rate r = 2% so that e-" = e-0.02 0.98 Compute a numerical value for the option's theta. Please round your answer, in units of dollars per year, to the nearest tenth (round to 1 decimal place). A at Question 9 10 pts * n(x) 0.00 0.40 0.10 0.40 0.20 0.39 0.30 0.38 0.40 0.37 0.50 0.35 0.60 0.33 0.80 0.29 1.00 0.24 For this problem please reference the above table for n(2), the probability distribution function (PDF) of the standard normal distribution, evaluated at the values of c. Assume the Black-Scholes framework for option pricing holds. 9. Consider an at-the-money European call option on a nondividend-paying stock. You are given: The option will expire in one year The stock is currently trading at S = 100 The volatility is o = 0.20 The risk-free annual continuously compounded interest rate r = 2% so that e-" = e-0.02 0.98 Compute a numerical value for the option's theta. Please round your answer, in units of dollars per year, to the nearest tenth (round to 1 decimal place). A at