Calculate the delta, theta and vega of an at-the-money six-month European call option on a dividend-paying stock when the risk-free interest rate is 10% per annum and the stock price volatility is 25% per annum. The expected dividend return is 6%, current stock price of the underlying stock is 60 USD. Is it possible to Theta to limit the risk of the portfolio? How?

The cost of the beginning work in process inventory was comprised of $3,000 of direct materials, $10,000 of direct labor, and $10,000 of factory overhead. costs incurred during the period were comprised of $15,000 of direct materials costs, and $100,000 of conversion costs. the equivalent units of production (eup) for the period were 9,000 for direct materials and 6,000 for conversion. the costs per eup were: