All assumptions of the Black-Scholes-Merton option pricing model hold. Stock XYZ is priced at $30. It has volatility per year 20%. The annualized continuously-compounded risk-free interest rate is r=3.0%. Complete quesions A-E. please show work. i would like to understand this.

strike price of 29 that matures in 6 months has a price of 2.46

A) Compute the option Delta at time t=0.

B) Suppose that at time t=0 the stock price changes instantaneously from 30 to 33. Compute the resulting change in the option price.

C) Suppose that at time t=0 the stock price changes instantaneously from 30 to 33. Compute the resulting change in the value of the replicating portfolio for this option.

D) Suppose that at time t=0 the stock price changes instantaneously from 30 to 27. Compute the resulting change in the option price.

E) Suppose that at time t=0 the stock price changes instantaneously from 30 to 27. Compute the resulting change in the value of the replicating portfolio for this option.