Consider a bull spread where you buy a 40-strike call and sell a 45-strike call. Suppose = 0.30, = 0.08, = 0, and = 0.5. a. Suppose = $40. What are delta, gamma, vega, theta, and rho? b. Suppose...

Consider a bull spread where you buy a 40-strike call and sell a 45-strike call. Suppose

= 0.30,
= 0.08,

= 0, and

= 0.5.

a. Suppose

= $40. What are delta, gamma, vega, theta, and rho?

b. Suppose
= $45. What are delta, gamma, vega, theta, and rho?

c. Are any of your answers to (a) and (b) different? If so, why?