各位大侠，紧急求助啊，请各位一定帮帮我！！！跪了......
A European Call option on a non-dividend-paying stock has delta = 0.55, gamma = 0.3, vega = 0.1. Theta is unknown. Interest rate = 4%. Total portfolio = $25,000. If strike price and time to maturity are the same, what is:问题： Vega of a European put option? If delta and gamma of the portfolio are zero, what is theta?theta应该怎么算啊？拜托各位了，真的急需！！
