Question: Suppose S = $100, K = $95, = 30%, r = 0.08, = 0.03, and T = 0.75. Using the technique in the

Suppose S = $100, K = $95, σ = 30%, r = 0.08, δ = 0.03, and T = 0.75. Using the technique in the previous problem, compute the Greek measure corresponding to a change in the yield. What is the predicted effect of a change of 1 percentage point in the yield?

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