Consider this scenario: A bull spread where you buy a 40-strike call and sell a 45-strike call. In addition, σ = 0.30, r = 0.08, δ= 0, and T = 0.5. Calculate the following:
a. Delta, gamma, vega, theta, and rho if S= $40.
b. Delta, gamma, vega, theta, and rho if S= $45.
c. Are any of your answers to (a) and (b) different? If so, state the reason.
Please explain how to calculate the Bull spread using excel