Can someone help me with this financial derivatives problem? I dont quite understand it. If someone could help me solve the whole question that would be amazing. Could I request that you display the steps and formulas used so I have comprehensive understanding of how its done. It will help my learning. Thank you

The S&P 500 is at 3,230 and it pays a dividend yield of 1.8%. The risk-free rate is 2.75%. We consider a 6-month bear put spread with strike prices of 2500 (d= 1.5645; d2 = 1.3877) and 3000 (d = 0.5331; d2 = 0.3563). We consider the Black-Scholes-Merton (BSM) model and we assume that all options are European-style. Show all details and explain clearly_your steps. (a) What is the net cost of this strategy and its net delta? (3 marks) (b) What is the probability of making the maximum profit with a long position on this strategy? (2 marks) () Without using BSM model, what are the price and the delta of the bull call spread with the same strike prices as above? (3 marks) The S&P 500 is at 3,230 and it pays a dividend yield of 1.8%. The risk-free rate is 2.75%. We consider a 6-month bear put spread with strike prices of 2500 (d= 1.5645; d2 = 1.3877) and 3000 (d = 0.5331; d2 = 0.3563). We consider the Black-Scholes-Merton (BSM) model and we assume that all options are European-style. Show all details and explain clearly_your steps. (a) What is the net cost of this strategy and its net delta? (3 marks) (b) What is the probability of making the maximum profit with a long position on this strategy? (2 marks) () Without using BSM model, what are the price and the delta of the bull call spread with the same strike prices as above