6. Consider a stock, ABM, trading at a price of $70. Analysis of ABM 's recent returns reveals that ABM has an annualized standard deviation of return of .4. The current risk-free rate is 10% per year. a) Using the Black-Scholes OPM, compute the value of C(70,5,75). You must show all your computationsI (i.e., you cannot use any computer programs) b) Find the hedge ratio c) Find P(70,.5,75)