As a financial analyst at deutsche bank investment banking, you are evaluating European call options and put options using Black Scholes model. Suppose stock price of quantum Tech is currently $75. The stock's standard deviation is 7.0% per month. The option with strike price of $75 matures in 90 days. The risk-free interest rate is 0.8% per month. Please answer the following questions. Please use the website www.optionseducation.org to find the value of options and options delta: 1 Please choose all correct answers. 1. The standard deviation per year is 16% 2. The standard deviation per year is 24.25% 3. The call option will decrease 60 cents if the stock goes up by $1. 4. The price of the call option is $3.50 5. The risk free interest rate per year is 1% 6. The price of the European call option is $4.5062 7. The standard deviation per year is 84%. 8. The price of the European call option is $13.14 9. The risk free interest rate per year is 11.8% 10. The price of the six month European call option is $3.76 11. The risk free interest rate per year is 8% 12. The call option will increase by 20 cents if the stock goes up by $1. 13. If the stock price goes down by $1, then the put option will go up by $0.3985. 14. The call options delta is 0.6015 15. The risk free interest rate per year is 9.6% 16. The standard deviation per year is 70%. 17. If the stock price goes down by $1, then the call option will go up by $0.6015.