A financial institution has just sold 1,000 seven-month European call options on the Japanese yen suppose that the spot exchange rate is 0.80 cents per yen, the exerciser price is 0.81 cents per yen,...

A financial institution has just sold 1,000 seven-month European call options on the Japanese yen suppose that the spot exchange rate is 0.80 cents per yen, the exerciser price is 0.81 cents per yen, the risk-free interest rate in the United State is 8% per annum, the risk-free interest rate in Japan is 5% per annum, and the volatility of then yen is 15% per annum. Calculate the delta, gamma, vega, theta, and rho of the financial institution’s position. Interpret each number.