1.)A stock price is currently $40. It is known that at the end of one month it will be either $42 or $38. The risk free interest rate is 8% per annum with continuous compounding. What is the value of a one-month European call option with a strike price of $39

Use excel and please break down the answer

2.) Calculate the delta of an at the money six month European call option on a non dividend paying stok when the risk free interrest rate is 10% per annum and the stock price volatilitiy is 25% per annum.