Can someone help me to slove this question?

a) Please list out 6 factors that may affect Stock option prices (6 marks) b) If a stock has a daily volatility of 2.56%, what is its volatility per year (assuming there are 248 trading days in 1 year) (2 marks) The Spot price of a non dividend pay stock is $214.20, the option Exercise Price is $220.00, risk free rate is assumed to be 0.15% per annum, Volatility is 50%, time to maturity is 3 months c) Using Black Scholes Formula, please calculate the price of a call option. (Show your working calculation, including the values for d1,d2, N(d1), N(d2) (10 marks) d) What is the delta of this call option? how many shares should you buy/sell if you sold 10,000 options to maintain delta neutral? (2 marks)