Question: Thx for helping! Problem 3. Consider a bull spread where you buy a 50-strike call and sell a 60-strike call. Suppose o = 0.30, r

Thx for helping! Thx for helping! Problem 3. Consider a bull spread where you

Problem 3. Consider a bull spread where you buy a 50-strike call and sell a 60-strike call. Suppose o = 0.30, r = 0.05, 8 = 0, T = 0.25. (1) (6 points) Suppose S = $50. What are delta, gamma and theta? (2) (4 points) Suppose S $60. What are vega and rho? Problem 3. Consider a bull spread where you buy a 50-strike call and sell a 60-strike call. Suppose o = 0.30, r = 0.05, 8 = 0, T = 0.25. (1) (6 points) Suppose S = $50. What are delta, gamma and theta? (2) (4 points) Suppose S $60. What are vega and rho

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