Consider a one-year European call option on a stock when the stock price is $30, the strike price is $30,...

Consider a one-year European call option on a stock when the stock price is $30, the strike price is $30, the risk-free rate is 5%, and the volatility rate is 25% per annum. Use the DerivaGem software to calculate the price, delta, gamma, vega, theta, and rho of the option. Verify that the delta is correct by changing the stock price to $30.1 and recomputing the stock price. Verify the gamma is correct by recomputing the delta for the situation where the stock price is $30.1. Carry out similar calculations to verify that vega, theta rho are correct.