Can you please answer all these questions for me please

1A. The binomial option pricing model will converge to what value as the number of periods increases?

a. a random value b. the Black-Scholes-Merton value of the option

c. the intrinsic volatility of the option d. the true value of the underlying

e. none of the above

1B. Which of the following variables in the Black-Scholes-Merton option pricing model is the difficult to obtain?

a. the volatility b. the risk-free rate c. the stock price d. the time to expiration e. the exercise price

1C. If the stock price is 44, the exercise price is 40, the put price is 1.54, and the Black-Scholes-Merton price using 0.28 as the volatility is 1.11, the implied volatility will be

a. higher than 0.28 b. lower than 0.28 c. 0.28 d. lower than the risk-free rate

e. none of the above

1D. Which of the following statements about the delta is not true/

a. it ranges from zero to one

b. it converges to zero or one at expiration

c. it is given by N(d₁) in the Black-Scholes-Merton model

d. it changes slowly near expiration if the option is at-the money

e. none of the above

1E. Find the upcoming net payment in a plain vanilla interest rate swap in which the fixed party pays 10 percent and the floating rate for the upcoming payment is 9.5 percent. The notional amount is $20 million and payments are based on the assumption of 180 days in the payment period and 360 days in a year.

a. fixed payer pays $1,950,000 b. fixed payer pays $950.000 c. floating payer pays $1 million d. floating payer pays $50,000 e. fixed payer pays $50,000