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Consider European call option with the following parameters, S0 = 40, K = 40, ...

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Accounting

Consider European call option with the following parameters, S0 = 40, K = 40, = 0.3, r = 0.08 and T = 91 365. Your goal is to reproduce the price and Greek values of a call option in a data.frame variable in R, like the ones below. Price Delta gamma Vega Rho Theta 2.78042 0.582402 0.06515618 0.07797232 0.051148889 -0.01734933 Using the above example write a short article on Option Greeks and hedging. Be as creative as possible [10 Marks]

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