Consider a bull spread where you buy a $ 41 - strike call and sell a $ 46 - strike call. Suppose r = 4 %, delta(the annualized dividend rate) is 10 %, sigma(the annualized standard deviation of the continously compounded stock returns) is 48 %, and T = 0.75 years. If S=$ 37, compute:


a) The net price of the bull spread $?


b) The value of delta ?


c) The value of gamma ?


d) The value of vega ?


e) The value of theta ?


f) The value of rho ?